-13.1%
ELV vs MSFU
+70.7%
-83.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -2.1% |
| 30D | -0.2% | -6.3% | +6.1% | -0.1% |
| 3M | -6.1% | +40.0% | -46.1% | -7.1% |
| 6M | +42.8% | +30.1% | +12.7% | +41.2% |
| YTD | +14.4% | -10.3% | +24.7% | +14.0% |
| 1Y | +28.6% | -19.0% | +47.6% | +28.7% |
| 3Y | -7.4% | +25.8% | -33.2% | -11.9% |
| All | -13.1% | +70.7% | -83.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 5y: compounded portfolio wealth divided by compounded MSFU 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…
5y analysis · Full analysis span regression · 6 months rolling