+67.5%
MAS vs EL
+5.6%
+61.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.7% | +4.0% |
| 7D | +14.2% | +2.5% | +11.7% | +13.4% |
| 30D | +26.8% | +20.1% | +6.7% | +20.9% |
| 3M | +13.1% | +29.3% | -16.1% | +5.5% |
| 6M | +27.9% | +38.8% | -10.8% | +16.9% |
| YTD | +38.7% | +8.1% | +30.6% | +32.9% |
| 1Y | +40.4% | +22.3% | +18.0% | +30.2% |
| All | +67.5% | +5.6% | +61.8% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling