+254.3%
MSCI vs ELAN
-24.0%
+278.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | +1.6% | -1.2% | 0.0% |
| 30D | +0.6% | -6.6% | +7.1% | +1.9% |
| 3M | -7.1% | -0.8% | -6.2% | -7.5% |
| 6M | +0.8% | +0.2% | +0.6% | -1.0% |
| YTD | +1.0% | +8.3% | -7.3% | -3.1% |
| 1Y | +4.3% | +40.2% | -35.9% | -7.1% |
| 3Y | +9.9% | +97.7% | -87.8% | -18.1% |
| 5Y | -6.8% | -28.3% | +21.5% | -4.1% |
| All | +254.3% | -24.0% | +278.3% | +214.2% |
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 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