+2,419.4%
ELV vs MSI
+1,002.4%
+1,417.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +3.3% | -3.7% | +7.0% | +4.4% |
| 30D | +4.2% | +6.8% | -2.7% | +2.1% |
| 3M | -0.1% | +14.3% | -14.4% | -4.0% |
| 6M | +41.3% | -1.6% | +42.8% | +40.9% |
| YTD | +17.4% | +22.8% | -5.4% | +9.9% |
| 1Y | +35.1% | -1.1% | +36.2% | +34.0% |
| 3Y | -3.2% | +70.5% | -73.7% | -18.5% |
| 5Y | +15.6% | +102.8% | -87.2% | -8.0% |
| 10Y | +276.8% | +597.4% | -320.6% | +116.2% |
| All | +2,419.4% | +1,002.4% | +1,417.0% | +944.8% |
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 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