-33.4%
ELAN vs MSI
+310.9%
-344.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | +0.3% | -5.8% | +6.0% | +2.7% |
| 30D | +8.4% | -1.0% | +9.3% | +8.8% |
| 3M | +1.2% | +14.2% | -12.9% | -4.9% |
| 6M | +2.6% | +1.0% | +1.6% | +1.1% |
| YTD | +5.9% | +21.5% | -15.5% | -4.1% |
| 1Y | +25.8% | -2.1% | +28.0% | +25.1% |
| 3Y | +106.8% | +69.3% | +37.5% | +55.2% |
| 5Y | -29.3% | +99.3% | -128.6% | -52.0% |
| All | -33.4% | +310.9% | -344.3% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling