-22.6%
ELAN vs MAS
+39.2%
-61.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.6% | +9.8% |
| 7D | +11.6% | +2.0% | +9.7% | +10.3% |
| 30D | +15.1% | +19.4% | -4.3% | +3.8% |
| 3M | +6.4% | +9.4% | -3.1% | +0.5% |
| 6M | -1.7% | +15.3% | -17.0% | -11.0% |
| YTD | +13.7% | +31.3% | -17.6% | -6.2% |
| 1Y | +19.6% | +34.9% | -15.3% | -3.1% |
| 3Y | +175.0% | +58.6% | +116.4% | +93.0% |
| All | -22.6% | +39.2% | -61.7% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling