-0.1%
ELV vs MAS
+61.2%
-61.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | +2.4% | +4.6% | -2.2% | +1.7% |
| 30D | +8.0% | +19.9% | -11.9% | +5.1% |
| 3M | +10.9% | +8.9% | +2.0% | +9.4% |
| 6M | +18.0% | +20.2% | -2.1% | +14.1% |
| YTD | +25.0% | +33.9% | -8.8% | +17.9% |
| 1Y | +38.5% | +34.7% | +3.9% | +30.4% |
| All | -0.1% | +61.2% | -61.3% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling