+975.2%
MAS vs EL
+1,685.7%
-710.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.7% |
| 7D | -0.8% | +0.8% | -1.5% | -1.0% |
| 30D | -5.6% | +19.8% | -25.4% | -12.2% |
| 3M | +4.4% | +25.7% | -21.3% | -4.7% |
| 6M | +7.2% | +5.4% | +1.8% | +3.3% |
| YTD | +16.1% | +0.2% | +15.9% | +12.6% |
| 1Y | +0.1% | +20.4% | -20.3% | -10.2% |
| 3Y | +28.3% | -32.1% | +60.4% | +32.2% |
| 5Y | +30.5% | -67.2% | +97.6% | +74.3% |
| 10Y | +139.1% | +31.7% | +107.4% | +75.0% |
| All | +975.2% | +1,685.7% | -710.5% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling