+2,596.0%
ELV vs MAS
+739.8%
+1,856.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +3.4% |
| 7D | +4.8% | +14.2% | -9.4% | +1.1% |
| 30D | +10.1% | +26.8% | -16.8% | +3.2% |
| 3M | +15.4% | +13.1% | +2.2% | +11.2% |
| 6M | +17.7% | +27.9% | -10.2% | +8.9% |
| YTD | +25.7% | +38.7% | -13.0% | +13.1% |
| 1Y | +39.9% | +40.4% | -0.5% | +25.4% |
| 3Y | +1.5% | +66.1% | -64.6% | -15.0% |
| 5Y | +10.5% | +47.4% | -36.9% | -6.6% |
| 10Y | +317.7% | +238.3% | +79.4% | +176.8% |
| All | +2,596.0% | +739.8% | +1,856.2% | +1,179.9% |
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 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