+176.8%
MS vs ELV
-1.5%
+178.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | +1.0% | +4.1% | +5.0% |
| 30D | +5.7% | +0.4% | +5.3% | +5.6% |
| 3M | -12.2% | +8.4% | -20.5% | -12.8% |
| 6M | -0.5% | +8.4% | -8.9% | -1.4% |
| YTD | +9.8% | +24.4% | -14.5% | +7.3% |
| 1Y | +17.7% | +33.5% | -15.8% | +14.5% |
| 3Y | +176.8% | -2.1% | +178.9% | +183.5% |
| All | +176.8% | -1.5% | +178.3% | +183.5% |
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