-0.8%
MSFT vs ELF
-17.5%
+16.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -2.7% | +5.4% | -8.0% | -3.1% |
| 30D | +2.7% | +27.0% | -24.3% | +0.8% |
| 3M | +17.0% | +113.2% | -96.2% | +11.9% |
| 6M | +23.8% | +36.6% | -12.8% | +20.7% |
| YTD | +4.0% | +44.2% | -40.2% | +0.8% |
| 1Y | -0.8% | -18.0% | +17.2% | +0.2% |
| All | -0.8% | -17.5% | +16.7% | +0.2% |
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