-10.7%
ELV vs MSFU
+76.3%
-87.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.7% |
| 7D | +3.3% | -5.7% | +9.0% | +3.5% |
| 30D | +4.2% | +4.2% | 0.0% | +4.0% |
| 3M | -0.1% | +27.9% | -28.0% | -1.0% |
| 6M | +41.3% | +37.1% | +4.1% | +39.5% |
| YTD | +17.4% | -7.4% | +24.8% | +17.0% |
| 1Y | +35.1% | -19.6% | +54.7% | +35.3% |
| 3Y | -3.2% | +33.2% | -36.4% | -8.2% |
| All | -10.7% | +76.3% | -87.1% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling