+556.2%
MS vs ELV
+269.1%
+287.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | +0.9% | +1.8% | -0.8% | +0.1% |
| 3M | -10.8% | +10.5% | -21.3% | -14.3% |
| 6M | +0.9% | +13.5% | -12.5% | -4.6% |
| YTD | +9.8% | +24.3% | -14.5% | -0.8% |
| 1Y | +17.1% | +38.9% | -21.9% | +1.1% |
| 3Y | +175.7% | -1.5% | +177.2% | +161.0% |
| 5Y | +125.9% | +7.3% | +118.6% | +98.5% |
| 10Y | +556.2% | +268.7% | +287.5% | +225.1% |
| All | +556.2% | +269.1% | +287.1% | +225.1% |
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