Is the air filter element a reuseable one like K&N or Amsoil? It may be too well oiled and coated the mass air flow sensor. Try removing the sensor and cleaning it in denatured alcohol or get a spray can of cleaner at a auto parts store.
Did you compute your milage by hand or are you relying on the computer?
Some mods can fool the computer so you should check by hand. Unless you left a rag in the airbox I don't see how it would reduce enconomy.