+14.5%
ELV vs MSI
+97.7%
-83.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.2% | -4.0% | +1.8% | -1.0% |
| 30D | -0.2% | -0.5% | +0.3% | -0.1% |
| 3M | -6.1% | +11.4% | -17.5% | -9.3% |
| 6M | +42.8% | +1.0% | +41.9% | +41.7% |
| YTD | +14.4% | +20.7% | -6.3% | +6.5% |
| 1Y | +28.6% | -2.7% | +31.3% | +29.0% |
| 3Y | -7.4% | +68.2% | -75.6% | -26.7% |
| 5Y | +14.5% | +100.0% | -85.5% | -15.6% |
| All | +14.5% | +97.7% | -83.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling