+308.2%
MSCI vs ELAN
-17.0%
+325.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.1% |
| 7D | +3.0% | +4.0% | -1.0% | +2.0% |
| 30D | +17.8% | +18.8% | -1.0% | +12.9% |
| 3M | +15.2% | +19.0% | -3.8% | +10.1% |
| 6M | +16.5% | +22.8% | -6.4% | +9.6% |
| YTD | +16.4% | +18.3% | -2.0% | +9.0% |
| 1Y | +16.8% | +21.8% | -5.0% | +8.4% |
| 3Y | +35.8% | +153.8% | -118.1% | -5.9% |
| 5Y | +7.0% | -18.9% | +25.9% | +6.4% |
| All | +308.2% | -17.0% | +325.2% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling