+389.3%
MS vs ELAN
-17.9%
+407.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | -1.7% | +4.6% | -6.4% | -3.1% |
| 30D | +0.9% | +17.4% | -16.5% | -3.8% |
| 3M | -10.8% | +16.5% | -27.3% | -15.0% |
| 6M | +0.9% | +21.9% | -21.0% | -5.9% |
| YTD | +9.8% | +17.0% | -7.2% | +2.5% |
| 1Y | +17.1% | +15.8% | +1.2% | +9.3% |
| 3Y | +175.7% | +147.9% | +27.8% | +86.2% |
| 5Y | +125.9% | -19.1% | +145.0% | +127.9% |
| All | +389.3% | -17.9% | +407.1% | +321.9% |
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