+2,569.4%
ELV vs MSI
+1,152.4%
+1,417.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | +1.1% | +18.1% | -17.0% | -3.5% |
| 3M | +8.2% | +13.2% | -5.0% | +4.4% |
| 6M | +10.2% | +36.3% | -26.0% | +0.7% |
| YTD | +24.4% | +39.5% | -15.1% | +12.3% |
| 1Y | +33.8% | +36.9% | -3.1% | +21.3% |
| 3Y | -1.4% | +76.1% | -77.5% | -17.5% |
| 5Y | +5.8% | +123.7% | -117.9% | -18.0% |
| 10Y | +269.1% | +664.3% | -395.2% | +106.2% |
| All | +2,569.4% | +1,152.4% | +1,417.0% | +967.8% |
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