+145.1%
MS vs ELF
+259.0%
-113.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +1.4% | +5.4% | -4.0% | +0.7% |
| 30D | -0.3% | +27.0% | -27.2% | -3.5% |
| 3M | +0.3% | +113.2% | -112.9% | -9.9% |
| 6M | +31.3% | +36.6% | -5.2% | +24.9% |
| YTD | +24.7% | +44.2% | -19.6% | +17.1% |
| 1Y | +47.9% | -18.0% | +65.9% | +47.9% |
| 3Y | +178.3% | -19.9% | +198.3% | +154.0% |
| All | +145.1% | +259.0% | -113.9% | +29.1% |
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