+182.7%
MS vs ELAN
+102.3%
+80.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.1% |
| 7D | +1.7% | -4.6% | +6.2% | +2.5% |
| 30D | 0.0% | +5.7% | -5.7% | -1.0% |
| 3M | +3.0% | -3.9% | +6.9% | +3.3% |
| 6M | +35.7% | -1.6% | +37.3% | +34.6% |
| YTD | +23.3% | +4.1% | +19.2% | +21.0% |
| 1Y | +44.7% | +25.5% | +19.1% | +36.7% |
| All | +182.7% | +102.3% | +80.4% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling