+607.1%
MS vs EL
+56.3%
+550.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.3% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | -3.8% | +16.5% | -20.3% | -8.8% |
| 3M | -14.6% | +29.2% | -43.8% | -22.6% |
| 6M | -5.1% | +27.9% | -33.0% | -14.4% |
| YTD | +4.5% | +6.2% | -1.7% | -1.4% |
| 1Y | +13.5% | +27.2% | -13.6% | -0.2% |
| 3Y | +160.4% | +3.2% | +157.2% | +127.0% |
| 5Y | +112.9% | -66.0% | +178.8% | +210.2% |
| All | +607.1% | +56.3% | +550.8% | +470.8% |
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