+514.9%
MKSI vs ELV
+280.2%
+234.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +2.7% | +3.2% | -0.5% | +1.5% |
| 30D | -12.8% | +5.4% | -18.2% | -14.5% |
| 3M | -22.5% | +5.4% | -27.9% | -24.6% |
| 6M | +19.4% | +45.7% | -26.3% | +3.0% |
| YTD | +67.7% | +21.2% | +46.5% | +52.7% |
| 1Y | +131.4% | +35.6% | +95.8% | +101.2% |
| 3Y | +197.3% | -2.0% | +199.3% | +180.3% |
| 5Y | +87.0% | +26.0% | +61.0% | +49.4% |
| All | +514.9% | +280.2% | +234.7% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling