+14,468.3%
ECL vs MAS
+1,727.7%
+12,740.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.3% | +1.8% |
| 7D | +7.7% | +14.2% | -6.4% | +3.7% |
| 30D | +13.7% | +26.8% | -13.1% | +6.1% |
| 3M | +11.6% | +13.1% | -1.6% | +7.5% |
| 6M | +23.9% | +27.9% | -4.0% | +14.8% |
| YTD | +21.0% | +38.7% | -17.7% | +9.0% |
| 1Y | +23.1% | +40.4% | -17.3% | +10.5% |
| 3Y | +85.9% | +66.1% | +19.8% | +56.4% |
| 5Y | +46.1% | +47.4% | -1.3% | +26.4% |
| 10Y | +217.1% | +238.3% | -21.3% | +117.6% |
| All | +14,468.3% | +1,727.7% | +12,740.6% | +6,110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling