+3,024.5%
MS vs EL
+1,750.9%
+1,273.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.0% | -4.3% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | -3.9% | +15.3% | -19.2% | -9.9% |
| 3M | -15.9% | +24.2% | -40.1% | -24.6% |
| 6M | -2.5% | +30.9% | -33.4% | -15.6% |
| YTD | +5.1% | +3.9% | +1.2% | -2.0% |
| 1Y | +13.0% | +19.9% | -6.9% | -1.7% |
| 3Y | +160.7% | +2.5% | +158.2% | +118.9% |
| 5Y | +114.0% | -66.7% | +180.8% | +196.1% |
| 10Y | +637.5% | +54.9% | +582.6% | +354.5% |
| All | +3,024.5% | +1,750.9% | +1,273.6% | +571.6% |
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