+13.9%
MS vs ELAN
+15.7%
-1.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +3.7% | +11.9% | -8.2% | +1.8% |
| 30D | +2.0% | +18.3% | -16.3% | -0.6% |
| 3M | -12.6% | +19.7% | -32.3% | -14.9% |
| 6M | -0.3% | +23.7% | -23.9% | -4.5% |
| YTD | +9.0% | +17.1% | -8.1% | +5.4% |
| 1Y | +13.9% | +20.2% | -6.3% | +10.1% |
| All | +13.9% | +15.7% | -1.9% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling