+215.9%
MAS vs ELF
+337.1%
-121.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -2.8% |
| 7D | +2.0% | +4.0% | -2.0% | +1.3% |
| 30D | +19.4% | +10.6% | +8.8% | +17.4% |
| 3M | +9.4% | +25.8% | -16.4% | +5.3% |
| 6M | +15.3% | +89.1% | -73.7% | +3.6% |
| YTD | +31.3% | +52.7% | -21.4% | +20.8% |
| 1Y | +34.9% | +51.7% | -16.9% | +23.9% |
| 3Y | +58.6% | +14.2% | +44.4% | +40.1% |
| 5Y | +40.7% | +270.7% | -230.0% | -1.8% |
| All | +215.9% | +337.1% | -121.2% | +93.3% |
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