+84.3%
MKSI vs ELV
+25.1%
+59.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +2.7% | +3.2% | -0.5% | +2.4% |
| 30D | -12.8% | +5.4% | -18.2% | -13.3% |
| 3M | -22.5% | +5.4% | -27.9% | -23.1% |
| 6M | +19.4% | +45.7% | -26.3% | +13.1% |
| YTD | +67.7% | +21.2% | +46.5% | +61.8% |
| 1Y | +131.4% | +35.6% | +95.8% | +119.6% |
| 3Y | +197.3% | -2.0% | +199.3% | +193.9% |
| All | +84.3% | +25.1% | +59.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling