+9.0%
MSFT vs ELF
-3.2%
+12.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.5% |
| 7D | +4.7% | -1.5% | +6.2% | +4.8% |
| 30D | +5.8% | +9.5% | -3.7% | +5.2% |
| 3M | +13.0% | +29.4% | -16.4% | +10.9% |
| 6M | +34.9% | +83.7% | -48.8% | +30.2% |
| YTD | +15.7% | +49.4% | -33.8% | +12.1% |
| 1Y | +9.0% | -3.9% | +12.9% | +7.5% |
| All | +9.0% | -3.2% | +12.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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