+389.4%
MS vs ELAN
-17.0%
+406.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +5.1% | +4.0% | +1.0% | +3.9% |
| 30D | +5.7% | +18.8% | -13.1% | +0.4% |
| 3M | -12.2% | +19.0% | -31.1% | -16.7% |
| 6M | -0.5% | +22.8% | -23.3% | -7.4% |
| YTD | +9.8% | +18.3% | -8.5% | +2.2% |
| 1Y | +17.7% | +21.8% | -4.1% | +8.3% |
| 3Y | +176.8% | +153.8% | +23.0% | +85.5% |
| 5Y | +123.7% | -18.9% | +142.6% | +125.8% |
| All | +389.4% | -17.0% | +406.3% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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