+9.0%
MSFT vs ELAN
+13.9%
-4.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +6.7% |
| 7D | +4.7% | +11.7% | -7.1% | +4.8% |
| 30D | +5.8% | +12.4% | -6.6% | +6.0% |
| 3M | +13.0% | -1.1% | +14.1% | +12.8% |
| 6M | +34.9% | +12.4% | +22.5% | +34.5% |
| YTD | +15.7% | +11.8% | +3.8% | +15.6% |
| 1Y | +9.0% | +12.5% | -3.5% | +9.7% |
| All | +9.0% | +13.9% | -4.9% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling