-35.6%
ELAN vs MSI
+313.7%
-349.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | +4.7% | -0.8% | +5.5% | +5.0% |
| 3M | -3.7% | +13.9% | -17.6% | -9.4% |
| 6M | -1.2% | +1.3% | -2.5% | -2.7% |
| YTD | +2.4% | +22.3% | -19.9% | -7.6% |
| 1Y | +23.4% | -3.9% | +27.2% | +23.8% |
| 3Y | +96.7% | +69.9% | +26.8% | +47.5% |
| 5Y | -30.6% | +103.8% | -134.4% | -53.4% |
| All | -35.6% | +313.7% | -349.3% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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