+222.1%
MAS vs ELF
+313.4%
-91.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.9% |
| 7D | +4.6% | -2.7% | +7.3% | +5.0% |
| 30D | +19.9% | +6.9% | +13.0% | +18.6% |
| 3M | +8.9% | +27.2% | -18.3% | +4.6% |
| 6M | +20.2% | +84.9% | -64.7% | +8.4% |
| YTD | +33.9% | +44.5% | -10.6% | +24.3% |
| 1Y | +34.7% | -6.8% | +41.4% | +31.9% |
| 3Y | +60.4% | +14.2% | +46.1% | +41.6% |
| 5Y | +43.5% | +250.6% | -207.2% | +1.0% |
| All | +222.1% | +313.4% | -91.4% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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