+541.8%
MS vs ELF
+334.4%
+207.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -1.7% | +4.3% | -6.0% | -2.4% |
| 30D | +0.9% | +7.7% | -6.8% | -0.3% |
| 3M | -10.8% | +24.7% | -35.5% | -14.1% |
| 6M | +0.9% | +114.6% | -113.7% | -11.6% |
| YTD | +9.8% | +55.8% | -46.0% | +0.3% |
| 1Y | +17.1% | +51.9% | -34.9% | +7.3% |
| 3Y | +175.7% | +24.6% | +151.1% | +134.6% |
| 5Y | +125.9% | +279.2% | -153.3% | +45.0% |
| All | +541.8% | +334.4% | +207.4% | +253.3% |
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