+787.2%
MS vs ELV
+2,444.2%
-1,657.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +1.2% |
| 7D | +1.4% | +3.3% | -1.9% | -0.4% |
| 30D | -0.3% | +4.2% | -4.4% | -2.6% |
| 3M | +0.3% | -0.1% | +0.4% | -0.8% |
| 6M | +31.3% | +41.3% | -9.9% | +6.8% |
| YTD | +24.7% | +17.4% | +7.2% | +10.4% |
| 1Y | +47.9% | +35.1% | +12.9% | +19.8% |
| 3Y | +178.3% | -3.2% | +181.6% | +153.8% |
| 5Y | +144.9% | +15.6% | +129.3% | +90.7% |
| 10Y | +804.5% | +276.8% | +527.8% | +195.5% |
| All | +787.2% | +2,444.2% | -1,657.1% | +0.9% |
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