+169.0%
MA vs ELAN
-28.2%
+197.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.7% | -5.4% | +3.7% | -0.5% |
| 30D | +1.7% | +4.7% | -3.0% | +0.5% |
| 3M | +17.2% | -3.7% | +20.8% | +17.7% |
| 6M | +13.3% | -1.2% | +14.5% | +11.8% |
| YTD | +0.2% | +2.4% | -2.2% | -2.3% |
| 1Y | -2.7% | +23.4% | -26.1% | -9.8% |
| 3Y | +39.1% | +96.7% | -57.6% | +5.7% |
| 5Y | +68.8% | -30.6% | +99.4% | +79.8% |
| All | +169.0% | -28.2% | +197.2% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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