+481.2%
MKSI vs ELF
+317.0%
+164.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +2.0% |
| 7D | +6.6% | -6.8% | +13.4% | +8.4% |
| 30D | -8.2% | +5.1% | -13.3% | -9.7% |
| 3M | -16.4% | +79.8% | -96.2% | -28.6% |
| 6M | +23.0% | +29.7% | -6.8% | +13.0% |
| YTD | +68.2% | +31.6% | +36.6% | +52.3% |
| 1Y | +148.6% | -27.9% | +176.5% | +154.0% |
| 3Y | +196.0% | -26.4% | +222.4% | +174.1% |
| 5Y | +87.4% | +235.6% | -148.2% | +10.4% |
| All | +481.2% | +317.0% | +164.2% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling