-28.5%
ELAN vs MAS
+141.1%
-169.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.6% | +9.7% |
| 7D | +11.6% | +2.0% | +9.7% | +10.4% |
| 30D | +15.1% | +19.4% | -4.3% | +4.7% |
| 3M | +6.4% | +9.4% | -3.1% | +0.9% |
| 6M | -1.7% | +15.3% | -17.0% | -10.1% |
| YTD | +13.7% | +31.3% | -17.6% | -4.1% |
| 1Y | +19.6% | +34.9% | -15.3% | -0.7% |
| 3Y | +175.0% | +58.6% | +116.4% | +105.3% |
| 5Y | -24.5% | +40.7% | -65.2% | -41.2% |
| All | -28.5% | +141.1% | -169.6% | -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 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