+35.8%
MSCI vs ELAN
+150.7%
-115.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.2% |
| 7D | +3.0% | +4.0% | -1.0% | +2.6% |
| 30D | +17.8% | +18.8% | -1.0% | +16.0% |
| 3M | +15.2% | +19.0% | -3.8% | +13.3% |
| 6M | +16.5% | +22.8% | -6.4% | +13.9% |
| YTD | +16.4% | +18.3% | -2.0% | +13.6% |
| 1Y | +16.8% | +21.8% | -5.0% | +13.6% |
| 3Y | +35.8% | +153.8% | -118.1% | +11.8% |
| All | +35.8% | +150.7% | -115.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling