+857.6%
MSFT vs ELF
+317.0%
+540.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | -1.0% | -6.8% | +5.7% | -0.2% |
| 30D | -2.7% | +5.1% | -7.7% | -3.4% |
| 3M | +22.1% | +79.8% | -57.7% | +12.7% |
| 6M | +20.6% | +29.7% | -9.1% | +15.5% |
| YTD | +2.3% | +31.6% | -29.3% | -2.8% |
| 1Y | -0.5% | -27.9% | +27.4% | +1.0% |
| 3Y | +50.5% | -26.4% | +77.0% | +42.6% |
| 5Y | +72.3% | +235.6% | -163.3% | +23.0% |
| All | +857.6% | +317.0% | +540.6% | +504.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling