+3.2%
MSFT vs ELF
+45.6%
-42.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.7% |
| 7D | -2.4% | +3.4% | -5.8% | -2.7% |
| 30D | -3.8% | +5.0% | -8.7% | -4.1% |
| 3M | +6.4% | +22.6% | -16.2% | +4.8% |
| 6M | +28.8% | +104.0% | -75.2% | +24.5% |
| YTD | +8.8% | +49.3% | -40.5% | +6.3% |
| 1Y | +3.2% | +46.0% | -42.9% | +0.7% |
| All | +3.2% | +45.6% | -42.4% | +0.7% |
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