+35.3%
MAS vs ELF
+259.0%
-223.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | -0.8% | +5.4% | -6.1% | -1.6% |
| 30D | -5.6% | +27.0% | -32.5% | -9.4% |
| 3M | +4.4% | +113.2% | -108.8% | -8.2% |
| 6M | +7.2% | +36.6% | -29.4% | +0.7% |
| YTD | +16.1% | +44.2% | -28.1% | +7.5% |
| 1Y | +0.1% | -18.0% | +18.1% | 0.0% |
| 3Y | +28.3% | -19.9% | +48.2% | +16.9% |
| All | +35.3% | +259.0% | -223.7% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling