+578.8%
MS vs ELF
+354.8%
+224.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +2.7% |
| 7D | +0.7% | +7.8% | -7.1% | -0.4% |
| 30D | -0.9% | +9.3% | -10.2% | -2.4% |
| 3M | -13.0% | +21.2% | -34.2% | -15.8% |
| 6M | -2.0% | +96.1% | -98.1% | -13.0% |
| YTD | +7.8% | +57.0% | -49.2% | -1.7% |
| 1Y | +17.9% | +61.9% | -44.0% | +6.8% |
| 3Y | +174.8% | +20.0% | +154.8% | +135.5% |
| 5Y | +119.9% | +284.8% | -164.9% | +40.7% |
| 10Y | +578.8% | +364.2% | +214.6% | +278.3% |
| All | +578.8% | +354.8% | +224.0% | +278.3% |
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