+1,184.0%
MAS vs EL
+1,826.4%
-642.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.7% | +3.3% |
| 7D | +14.2% | +2.5% | +11.7% | +13.0% |
| 30D | +26.8% | +20.1% | +6.7% | +18.3% |
| 3M | +13.1% | +29.3% | -16.1% | +2.0% |
| 6M | +27.9% | +38.8% | -10.8% | +11.7% |
| YTD | +38.7% | +8.1% | +30.6% | +30.4% |
| 1Y | +40.4% | +22.3% | +18.0% | +25.6% |
| 3Y | +66.1% | +6.7% | +59.4% | +44.9% |
| 5Y | +47.4% | -64.4% | +111.8% | +91.1% |
| 10Y | +238.3% | +61.2% | +177.2% | +128.4% |
| All | +1,184.0% | +1,826.4% | -642.4% | +305.7% |
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