+385.6%
MS vs ELAN
-17.8%
+403.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +3.7% | +11.9% | -8.2% | +0.3% |
| 30D | +2.0% | +18.3% | -16.3% | -3.0% |
| 3M | -12.6% | +19.7% | -32.3% | -17.3% |
| 6M | -0.3% | +23.7% | -23.9% | -7.4% |
| YTD | +9.0% | +17.1% | -8.1% | +1.7% |
| 1Y | +13.9% | +20.2% | -6.3% | +5.1% |
| 3Y | +173.6% | +148.1% | +25.5% | +84.7% |
| 5Y | +122.0% | -19.8% | +141.7% | +124.8% |
| All | +385.6% | -17.8% | +403.4% | +318.6% |
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