+181.3%
MS vs ELV
-3.7%
+185.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.4% |
| 7D | +1.4% | +3.3% | -1.9% | +1.1% |
| 30D | -0.3% | +4.2% | -4.4% | -0.6% |
| 3M | +0.3% | -0.1% | +0.4% | +0.1% |
| 6M | +31.3% | +41.3% | -9.9% | +27.2% |
| YTD | +24.7% | +17.4% | +7.2% | +22.3% |
| 1Y | +47.9% | +35.1% | +12.9% | +43.7% |
| All | +181.3% | -3.7% | +185.0% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling