+3,606.1%
MS vs EL
+1,685.7%
+1,920.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -1.0% |
| 7D | +1.4% | +0.8% | +0.6% | +1.0% |
| 30D | -0.3% | +19.8% | -20.1% | -8.7% |
| 3M | +0.3% | +25.7% | -25.4% | -10.5% |
| 6M | +31.3% | +5.4% | +25.9% | +24.5% |
| YTD | +24.7% | +0.2% | +24.4% | +18.7% |
| 1Y | +47.9% | +20.4% | +27.5% | +28.1% |
| 3Y | +178.3% | -32.1% | +210.5% | +182.7% |
| 5Y | +144.9% | -67.2% | +212.1% | +241.5% |
| 10Y | +804.5% | +31.7% | +772.8% | +505.7% |
| All | +3,606.1% | +1,685.7% | +1,920.4% | +713.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling