+42.7%
MKSI vs ELV
+42.6%
+0.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.9% | -9.9% | -4.3% |
| 7D | -10.7% | +4.8% | -15.4% | -10.0% |
| 30D | -30.5% | +10.1% | -40.6% | -29.8% |
| 3M | -39.2% | +15.4% | -54.5% | -38.4% |
| 6M | -33.0% | +17.7% | -50.7% | -32.4% |
| YTD | +22.3% | +25.7% | -3.4% | +19.2% |
| 1Y | +42.7% | +39.9% | +2.8% | +43.3% |
| All | +42.7% | +42.6% | +0.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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