+145.1%
MS vs EL
-67.1%
+212.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.5% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -0.3% | +19.8% | -20.1% | -4.9% |
| 3M | +0.3% | +25.7% | -25.4% | -5.7% |
| 6M | +31.3% | +5.4% | +25.9% | +28.0% |
| YTD | +24.7% | +0.2% | +24.4% | +21.9% |
| 1Y | +47.9% | +20.4% | +27.5% | +36.8% |
| 3Y | +178.3% | -32.1% | +210.5% | +190.4% |
| All | +145.1% | -67.1% | +212.2% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling