+542.0%
MS vs EL
+62.2%
+479.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +5.1% | +1.5% | +3.5% | +4.5% |
| 30D | +5.7% | +10.0% | -4.3% | +2.1% |
| 3M | -12.2% | +28.4% | -40.6% | -20.2% |
| 6M | -0.5% | +37.1% | -37.6% | -12.4% |
| YTD | +9.8% | +7.8% | +2.0% | +3.0% |
| 1Y | +17.7% | +26.0% | -8.3% | +3.8% |
| 3Y | +176.8% | +3.8% | +173.0% | +141.1% |
| 5Y | +123.7% | -65.2% | +188.9% | +223.5% |
| All | +542.0% | +62.2% | +479.8% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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