+13.9%
MS vs ELF
+45.6%
-31.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.3% |
| 7D | +3.7% | +3.4% | +0.3% | +3.3% |
| 30D | +2.0% | +5.0% | -3.0% | +1.5% |
| 3M | -12.6% | +22.6% | -35.1% | -14.2% |
| 6M | -0.3% | +104.0% | -104.2% | -8.2% |
| YTD | +9.0% | +49.3% | -40.3% | +3.4% |
| 1Y | +13.9% | +46.0% | -32.2% | +8.4% |
| All | +13.9% | +45.6% | -31.7% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling