-8.7%
MSCI vs ELAN
-30.9%
+22.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -3.2% | -5.4% | +2.2% | -2.1% |
| 30D | -1.1% | +4.7% | -5.8% | -2.2% |
| 3M | -6.3% | -3.7% | -2.7% | -6.1% |
| 6M | +2.1% | -1.2% | +3.3% | +0.8% |
| YTD | -2.3% | +2.4% | -4.6% | -4.5% |
| 1Y | -3.9% | +23.4% | -27.3% | -10.5% |
| 3Y | +7.5% | +96.7% | -89.2% | -18.2% |
| All | -8.7% | -30.9% | +22.2% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling