+643.9%
MS vs ELV
+2,568.9%
-1,925.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.2% |
| 7D | -1.6% | +1.3% | -2.9% | -2.2% |
| 30D | -3.8% | +5.3% | -9.0% | -6.6% |
| 3M | -14.6% | +9.2% | -23.8% | -19.1% |
| 6M | -5.1% | +14.5% | -19.6% | -13.4% |
| YTD | +4.5% | +23.2% | -18.7% | -10.2% |
| 1Y | +13.5% | +38.0% | -24.5% | -9.0% |
| 3Y | +160.4% | -1.5% | +161.9% | +135.0% |
| 5Y | +112.9% | +8.5% | +104.4% | +73.4% |
| 10Y | +633.4% | +309.5% | +323.9% | +127.9% |
| All | +643.9% | +2,568.9% | -1,925.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling