+15.9%
MS vs ELF
+57.2%
-41.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +2.8% |
| 7D | +0.7% | +7.8% | -7.1% | 0.0% |
| 30D | -0.9% | +9.3% | -10.2% | -1.8% |
| 3M | -13.0% | +21.2% | -34.2% | -14.6% |
| 6M | -2.0% | +96.1% | -98.1% | -8.8% |
| YTD | +7.8% | +57.0% | -49.2% | +2.0% |
| All | +15.9% | +57.2% | -41.3% | +11.0% |
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