+160.4%
MS vs ELV
-0.8%
+161.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | -3.8% | +5.3% | -9.0% | -4.2% |
| 3M | -14.6% | +9.2% | -23.8% | -15.3% |
| 6M | -5.1% | +14.5% | -19.6% | -6.3% |
| YTD | +4.5% | +23.2% | -18.7% | +2.2% |
| 1Y | +13.5% | +38.0% | -24.5% | +10.2% |
| 3Y | +160.4% | -1.5% | +161.9% | +167.6% |
| All | +160.4% | -0.8% | +161.2% | +167.6% |
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 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