+38.0%
ELV vs MAS
+32.0%
+6.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +1.3% | +2.0% | -0.6% | +1.1% |
| 30D | +5.3% | +19.4% | -14.1% | +3.0% |
| 3M | +9.2% | +9.4% | -0.2% | +8.0% |
| 6M | +14.5% | +15.3% | -0.8% | +11.9% |
| YTD | +23.2% | +31.3% | -8.1% | +12.7% |
| 1Y | +38.0% | +34.9% | +3.2% | +24.3% |
| All | +38.0% | +32.0% | +6.1% | +24.3% |
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