+10.0%
MSCI vs EL
-31.7%
+41.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +0.6% | +19.8% | -19.3% | -1.7% |
| 3M | -7.1% | +25.7% | -32.8% | -9.7% |
| 6M | +0.8% | +5.4% | -4.6% | -0.5% |
| YTD | +1.0% | +0.2% | +0.8% | -0.2% |
| 1Y | +4.3% | +20.4% | -16.1% | +0.4% |
| All | +10.0% | -31.7% | +41.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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