+276.6%
ELV vs MAS
+137.9%
+138.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.3% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +4.2% | -5.6% | +9.7% | +5.9% |
| 3M | -0.1% | +4.4% | -4.5% | -2.4% |
| 6M | +41.3% | +7.2% | +34.1% | +35.7% |
| YTD | +17.4% | +16.1% | +1.3% | +9.5% |
| 1Y | +35.1% | +0.1% | +35.0% | +32.2% |
| 3Y | -3.2% | +28.3% | -31.6% | -16.1% |
| 5Y | +15.6% | +30.5% | -14.9% | -3.5% |
| All | +276.6% | +137.9% | +138.7% | +130.6% |
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