+455.5%
MS vs ELAN
-24.0%
+479.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | -0.3% | -6.6% | +6.3% | +1.3% |
| 3M | +0.3% | -0.8% | +1.1% | -0.2% |
| 6M | +31.3% | +0.2% | +31.1% | +28.9% |
| YTD | +24.7% | +8.3% | +16.4% | +19.2% |
| 1Y | +47.9% | +40.2% | +7.7% | +29.9% |
| 3Y | +178.3% | +97.7% | +80.6% | +102.0% |
| 5Y | +144.9% | -28.3% | +173.1% | +157.3% |
| All | +455.5% | -24.0% | +479.5% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling