+5.6%
MSCI vs EL
-65.2%
+70.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +3.0% | +1.5% | +1.5% | +2.6% |
| 30D | +17.8% | +10.0% | +7.8% | +15.1% |
| 3M | +15.2% | +28.4% | -13.2% | +7.9% |
| 6M | +16.5% | +37.1% | -20.6% | +7.1% |
| YTD | +16.4% | +7.8% | +8.5% | +11.5% |
| 1Y | +16.8% | +26.0% | -9.2% | +7.0% |
| 3Y | +35.8% | +3.8% | +31.9% | +21.1% |
| All | +5.6% | -65.2% | +70.8% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling