-28.5%
ELAN vs MAS
+142.1%
-170.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +9.5% |
| 7D | +11.6% | +2.4% | +9.3% | +10.2% |
| 30D | +15.1% | +19.8% | -4.7% | +4.5% |
| 3M | +6.4% | +9.8% | -3.5% | +0.8% |
| 6M | -1.7% | +15.8% | -17.4% | -10.2% |
| YTD | +13.7% | +31.8% | -18.1% | -4.3% |
| 1Y | +19.6% | +35.4% | -15.8% | -0.9% |
| 3Y | +175.0% | +59.2% | +115.8% | +104.9% |
| 5Y | -24.5% | +41.2% | -65.7% | -41.3% |
| All | -28.5% | +142.1% | -170.6% | -59.5% |
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