+201.8%
ECL vs MAS
+219.8%
-18.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -1.3% |
| 7D | +1.7% | +4.6% | -2.9% | -0.5% |
| 30D | +8.9% | +19.9% | -11.0% | -0.1% |
| 3M | +7.4% | +8.9% | -1.5% | +2.9% |
| 6M | +19.3% | +20.2% | -0.8% | +8.1% |
| YTD | +17.4% | +33.9% | -16.4% | 0.0% |
| 1Y | +19.4% | +34.7% | -15.3% | +1.2% |
| 3Y | +80.5% | +60.4% | +20.1% | +33.6% |
| 5Y | +40.2% | +43.5% | -3.2% | +7.4% |
| All | +201.8% | +219.8% | -18.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling