+553.7%
MS vs ELV
+280.6%
+273.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.7% |
| 7D | +0.8% | +3.8% | -3.1% | -0.6% |
| 30D | -0.7% | +4.1% | -4.8% | -2.3% |
| 3M | -12.4% | +8.5% | -20.9% | -15.2% |
| 6M | -1.7% | +14.6% | -16.3% | -7.5% |
| YTD | +8.0% | +24.4% | -16.3% | -2.4% |
| 1Y | +16.2% | +44.2% | -28.0% | -1.1% |
| 3Y | +171.3% | -1.4% | +172.7% | +156.8% |
| 5Y | +124.8% | +8.8% | +116.0% | +96.2% |
| 10Y | +553.7% | +268.4% | +285.3% | +225.6% |
| All | +553.7% | +280.6% | +273.1% | +225.6% |
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