+12.5%
ELAN vs MAS
+40.8%
-28.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +0.7% |
| 7D | +11.7% | +14.2% | -2.4% | +5.7% |
| 30D | +12.4% | +26.8% | -14.4% | +1.7% |
| 3M | -1.1% | +13.1% | -14.3% | -6.4% |
| 6M | +12.4% | +27.9% | -15.5% | -1.2% |
| YTD | +11.8% | +38.7% | -26.8% | -8.3% |
| 1Y | +12.5% | +40.4% | -27.9% | -9.2% |
| All | +12.5% | +40.8% | -28.3% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling