+222.1%
MAS vs EL
+52.8%
+169.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.1% |
| 7D | +4.6% | -1.1% | +5.6% | +4.9% |
| 30D | +19.9% | +15.3% | +4.6% | +14.2% |
| 3M | +8.9% | +24.2% | -15.3% | +0.7% |
| 6M | +20.2% | +30.9% | -10.7% | +8.7% |
| YTD | +33.9% | +3.9% | +30.0% | +28.6% |
| 1Y | +34.7% | +19.9% | +14.8% | +22.8% |
| 3Y | +60.4% | +2.5% | +57.9% | +43.0% |
| 5Y | +43.5% | -66.7% | +110.2% | +96.4% |
| All | +222.1% | +52.8% | +169.2% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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