+23.4%
ELAN vs MSI
-2.0%
+25.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | +4.7% | -0.8% | +5.5% | +4.7% |
| 3M | -3.7% | +13.9% | -17.6% | -5.0% |
| 6M | -1.2% | +1.3% | -2.5% | -1.2% |
| YTD | +2.4% | +22.3% | -19.9% | +1.6% |
| 1Y | +23.4% | -3.9% | +27.2% | +28.7% |
| All | +23.4% | -2.0% | +25.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling