+12,781.7%
ECL vs MAS
+1,430.5%
+11,351.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -2.6% | -0.8% | -1.9% | -2.4% |
| 30D | -2.2% | -5.6% | +3.4% | -0.6% |
| 3M | +10.1% | +4.4% | +5.7% | +8.3% |
| 6M | -5.7% | +7.2% | -12.9% | -8.3% |
| YTD | +7.0% | +16.1% | -9.1% | +1.6% |
| 1Y | +2.7% | +0.1% | +2.6% | +1.6% |
| 3Y | +57.7% | +28.3% | +29.4% | +42.9% |
| 5Y | +31.1% | +30.5% | +0.7% | +17.5% |
| 10Y | +150.9% | +139.1% | +11.7% | +88.8% |
| All | +12,781.7% | +1,430.5% | +11,351.2% | +5,687.0% |
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