+2,419.4%
ELV vs MAS
+603.2%
+1,816.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.2% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +4.2% | -5.6% | +9.7% | +5.6% |
| 3M | -0.1% | +4.4% | -4.5% | -2.0% |
| 6M | +41.3% | +7.2% | +34.1% | +36.7% |
| YTD | +17.4% | +16.1% | +1.3% | +11.1% |
| 1Y | +35.1% | +0.1% | +35.0% | +32.8% |
| 3Y | -3.2% | +28.3% | -31.6% | -13.1% |
| 5Y | +15.6% | +30.5% | -14.9% | +1.0% |
| 10Y | +276.8% | +139.1% | +137.6% | +172.9% |
| All | +2,419.4% | +603.2% | +1,816.2% | +1,156.9% |
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