+239.5%
MKSI vs ELAN
-28.2%
+267.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.5% |
| 7D | +2.7% | -5.4% | +8.1% | +5.3% |
| 30D | -12.8% | +4.7% | -17.5% | -15.0% |
| 3M | -22.5% | -3.7% | -18.9% | -22.4% |
| 6M | +19.4% | -1.2% | +20.6% | +16.6% |
| YTD | +67.7% | +2.4% | +65.3% | +60.9% |
| 1Y | +131.4% | +23.4% | +108.0% | +102.2% |
| 3Y | +197.3% | +96.7% | +100.6% | +93.2% |
| 5Y | +87.0% | -30.6% | +117.6% | +94.1% |
| All | +239.5% | -28.2% | +267.6% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling