+270.2%
ELV vs MSI
+601.8%
-331.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.6% |
| 7D | +0.4% | -1.8% | +2.2% | +1.2% |
| 30D | +6.7% | -0.6% | +7.3% | +7.0% |
| 3M | +3.0% | +13.0% | -10.1% | -2.5% |
| 6M | +48.0% | +0.5% | +47.4% | +46.3% |
| YTD | +20.0% | +21.7% | -1.7% | +8.7% |
| 1Y | +37.9% | -2.6% | +40.5% | +37.4% |
| 3Y | -2.8% | +69.7% | -72.5% | -26.7% |
| 5Y | +24.8% | +102.8% | -78.0% | -15.1% |
| All | +270.2% | +601.8% | -331.6% | +74.8% |
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