+367.6%
MSFT vs ELAN
-27.0%
+394.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -1.0% | -4.6% | +3.5% | -0.2% |
| 30D | -2.7% | +5.7% | -8.4% | -3.8% |
| 3M | +22.1% | -3.9% | +26.0% | +22.3% |
| 6M | +20.6% | -1.6% | +22.2% | +19.1% |
| YTD | +2.3% | +4.1% | -1.8% | -0.4% |
| 1Y | -0.5% | +25.5% | -26.1% | -7.3% |
| 3Y | +50.5% | +103.2% | -52.7% | +17.3% |
| 5Y | +72.3% | -29.8% | +102.1% | +78.9% |
| All | +367.6% | -27.0% | +394.6% | +341.1% |
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