+238.6%
MSCI vs ELAN
-29.1%
+267.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.6% |
| 7D | -4.7% | -6.4% | +1.7% | -3.2% |
| 30D | -2.2% | +0.6% | -2.7% | -2.5% |
| 3M | -9.7% | 0.0% | -9.6% | -10.2% |
| 6M | +0.3% | -3.4% | +3.7% | -0.7% |
| YTD | -3.5% | +1.0% | -4.5% | -5.9% |
| 1Y | -1.4% | +24.7% | -26.1% | -9.5% |
| 3Y | +6.6% | +97.2% | -90.7% | -21.2% |
| 5Y | -10.9% | -31.5% | +20.6% | -7.5% |
| All | +238.6% | -29.1% | +267.7% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling