+13.5%
MS vs ELF
+29.9%
-16.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -1.1% |
| 7D | -1.6% | +4.0% | -5.5% | -1.9% |
| 30D | -3.8% | +10.6% | -14.4% | -4.7% |
| 3M | -14.6% | +25.8% | -40.4% | -16.5% |
| 6M | -5.1% | +89.1% | -94.1% | -11.5% |
| YTD | +4.5% | +52.7% | -48.2% | -0.8% |
| 1Y | +13.5% | +51.7% | -38.2% | +7.5% |
| All | +13.5% | +29.9% | -16.3% | +7.5% |
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