+556.2%
MS vs EL
+63.7%
+492.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.9% | +12.3% | -11.4% | -3.2% |
| 3M | -10.8% | +28.4% | -39.2% | -19.0% |
| 6M | +0.9% | +36.7% | -35.8% | -11.1% |
| YTD | +9.8% | +8.4% | +1.4% | +2.8% |
| 1Y | +17.1% | +25.4% | -8.3% | +3.5% |
| 3Y | +175.7% | +3.4% | +172.3% | +140.8% |
| 5Y | +125.9% | -64.8% | +190.6% | +224.6% |
| 10Y | +556.2% | +63.0% | +493.2% | +401.4% |
| All | +556.2% | +63.7% | +492.5% | +401.4% |
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