+537.0%
MS vs ELF
+316.3%
+220.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.1% |
| 7D | +3.7% | +3.4% | +0.3% | +3.1% |
| 30D | +2.0% | +5.0% | -3.0% | +1.1% |
| 3M | -12.6% | +22.6% | -35.1% | -15.5% |
| 6M | -0.3% | +104.0% | -104.2% | -12.0% |
| YTD | +9.0% | +49.3% | -40.3% | +0.2% |
| 1Y | +13.9% | +46.0% | -32.2% | +5.0% |
| 3Y | +173.6% | +19.4% | +154.2% | +134.4% |
| 5Y | +122.0% | +262.0% | -140.0% | +43.5% |
| All | +537.0% | +316.3% | +220.7% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling