+169.9%
MAR vs ELAN
-28.2%
+198.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.3% |
| 7D | -0.5% | -5.4% | +4.9% | +1.1% |
| 30D | -5.4% | +4.7% | -10.1% | -6.8% |
| 3M | -15.5% | -3.7% | -11.8% | -15.0% |
| 6M | +3.0% | -1.2% | +4.2% | +1.7% |
| YTD | +8.5% | +2.4% | +6.1% | +5.9% |
| 1Y | +26.0% | +23.4% | +2.6% | +15.7% |
| 3Y | +68.6% | +96.7% | -28.1% | +22.8% |
| 5Y | +157.4% | -30.6% | +188.0% | +178.0% |
| All | +169.9% | -28.2% | +198.1% | +154.6% |
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