+794.7%
MS vs ELF
+357.0%
+437.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +1.4% | +5.4% | -4.0% | +0.5% |
| 30D | -0.3% | +27.0% | -27.2% | -4.1% |
| 3M | +0.3% | +113.2% | -112.9% | -11.7% |
| 6M | +31.3% | +36.6% | -5.2% | +23.4% |
| YTD | +24.7% | +44.2% | -19.6% | +15.5% |
| 1Y | +47.9% | -18.0% | +65.9% | +47.4% |
| 3Y | +178.3% | -19.9% | +198.3% | +156.9% |
| 5Y | +144.9% | +257.7% | -112.8% | +59.4% |
| All | +794.7% | +357.0% | +437.8% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling