-0.5%
MSFT vs ELF
-27.0%
+26.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.2% |
| 7D | -1.0% | -6.8% | +5.7% | -0.6% |
| 30D | -2.7% | +5.1% | -7.7% | -3.1% |
| 3M | +22.1% | +79.8% | -57.7% | +18.0% |
| 6M | +20.6% | +29.7% | -9.1% | +18.1% |
| YTD | +2.3% | +31.6% | -29.3% | -0.1% |
| 1Y | -0.5% | -27.9% | +27.4% | +1.3% |
| All | -0.5% | -27.0% | +26.5% | +1.3% |
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