+794.2%
MS vs ELV
+265.4%
+528.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +2.5% | -0.3% | +2.7% | +2.6% |
| 30D | 0.0% | +2.0% | -2.0% | -0.8% |
| 3M | +2.4% | -3.5% | +5.9% | +3.1% |
| 6M | +36.4% | +40.2% | -3.8% | +19.1% |
| YTD | +23.8% | +15.8% | +8.0% | +15.0% |
| 1Y | +48.6% | +33.2% | +15.5% | +29.9% |
| 3Y | +179.1% | -6.2% | +185.4% | +168.8% |
| 5Y | +144.8% | +16.4% | +128.4% | +103.5% |
| 10Y | +794.2% | +259.8% | +534.4% | +327.7% |
| All | +794.2% | +265.4% | +528.8% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling