+122.9%
MS vs ELF
+272.3%
-149.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.3% |
| 7D | +5.1% | +1.6% | +3.5% | +4.9% |
| 30D | +5.7% | +9.1% | -3.4% | +4.5% |
| 3M | -12.2% | +28.2% | -40.3% | -15.1% |
| 6M | -0.5% | +119.5% | -120.0% | -10.9% |
| YTD | +9.8% | +55.2% | -45.3% | +2.3% |
| 1Y | +17.7% | +58.6% | -40.9% | +9.2% |
| 3Y | +176.8% | +21.3% | +155.6% | +134.3% |
| All | +122.9% | +272.3% | -149.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling