+195.0%
MAS vs ELF
+373.5%
-178.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.3% |
| 7D | +14.2% | -1.5% | +15.7% | +14.4% |
| 30D | +26.8% | +9.5% | +17.3% | +25.0% |
| 3M | +13.1% | +29.4% | -16.2% | +8.4% |
| 6M | +27.9% | +83.7% | -55.8% | +15.6% |
| YTD | +38.7% | +49.4% | -10.8% | +28.1% |
| 1Y | +40.4% | -3.9% | +44.3% | +36.9% |
| 3Y | +66.1% | +18.2% | +47.9% | +46.1% |
| 5Y | +47.4% | +276.1% | -228.7% | +3.2% |
| 10Y | +238.3% | +332.4% | -94.0% | +110.7% |
| All | +195.0% | +373.5% | -178.5% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling