+25.8%
ELAN vs MAS
-4.8%
+30.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.2% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | +8.4% | -8.1% | +16.5% | +11.9% |
| 3M | +1.2% | +3.3% | -2.1% | -2.3% |
| 6M | +2.6% | +12.4% | -9.8% | -4.5% |
| YTD | +5.9% | +13.3% | -7.4% | -2.5% |
| 1Y | +25.8% | -4.7% | +30.5% | +23.0% |
| All | +25.8% | -4.8% | +30.6% | +23.0% |
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 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