+143.2%
MS vs ELAN
-30.4%
+173.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | +1.7% | -4.6% | +6.2% | +2.7% |
| 30D | 0.0% | +5.7% | -5.7% | -1.3% |
| 3M | +3.0% | -3.9% | +6.9% | +3.3% |
| 6M | +35.7% | -1.6% | +37.3% | +34.4% |
| YTD | +23.3% | +4.1% | +19.2% | +20.4% |
| 1Y | +44.7% | +25.5% | +19.1% | +34.9% |
| 3Y | +178.0% | +103.2% | +74.8% | +116.3% |
| 5Y | +143.2% | -29.8% | +173.0% | +152.6% |
| All | +143.2% | -30.4% | +173.5% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling