+157.0%
MKSI vs ELAN
+41.2%
+115.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.2% |
| 7D | +1.8% | +1.6% | +0.2% | +1.2% |
| 30D | -16.8% | -6.6% | -10.2% | -14.8% |
| 3M | -21.1% | -0.8% | -20.2% | -21.6% |
| 6M | +10.8% | +0.2% | +10.6% | +8.1% |
| YTD | +63.3% | +8.3% | +55.1% | +54.4% |
| 1Y | +157.0% | +40.2% | +116.7% | +106.8% |
| All | +157.0% | +41.2% | +115.8% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling