+67.6%
MA vs ELAN
-31.8%
+99.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | -3.5% | -6.4% | +2.9% | -2.4% |
| 30D | +0.7% | +0.6% | +0.1% | +0.5% |
| 3M | +15.8% | 0.0% | +15.8% | +15.5% |
| 6M | +10.2% | -3.4% | +13.6% | +9.6% |
| YTD | -0.5% | +1.0% | -1.5% | -2.0% |
| 1Y | -1.8% | +24.7% | -26.5% | -7.2% |
| 3Y | +38.7% | +97.2% | -58.5% | +12.7% |
| 5Y | +67.6% | -31.5% | +99.1% | +104.7% |
| All | +67.6% | -31.8% | +99.5% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling