+295.6%
ELV vs MAS
+213.7%
+81.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | +1.3% | +2.0% | -0.6% | +0.7% |
| 30D | +5.3% | +19.4% | -14.1% | -0.6% |
| 3M | +9.2% | +9.4% | -0.2% | +5.7% |
| 6M | +14.5% | +15.3% | -0.8% | +7.9% |
| YTD | +23.2% | +31.3% | -8.1% | +10.1% |
| 1Y | +38.0% | +34.9% | +3.2% | +22.2% |
| 3Y | -1.5% | +58.6% | -60.1% | -21.0% |
| 5Y | +8.5% | +40.7% | -32.2% | -11.2% |
| All | +295.6% | +213.7% | +81.9% | +123.1% |
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