+16.4%
MKSI vs ELF
+24.3%
-7.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.5% |
| 7D | +4.9% | -10.8% | +15.7% | +7.0% |
| 30D | -11.0% | +0.8% | -11.8% | -11.3% |
| 3M | -17.1% | +64.8% | -81.8% | -27.2% |
| 6M | +16.4% | +19.0% | -2.5% | +15.7% |
| All | +16.4% | +24.3% | -7.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 6mo: compounded portfolio wealth divided by compounded ELF 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…
6mo analysis · Full analysis span regression · 6 months rolling