+6.2%
MSFT vs ELF
+56.1%
-49.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +2.3% | +6.3% | -4.0% | +1.9% |
| 30D | -0.4% | +8.5% | -8.9% | -0.9% |
| 3M | +5.6% | +24.4% | -18.9% | +3.9% |
| 6M | +29.0% | +94.7% | -65.8% | +24.5% |
| YTD | +10.9% | +55.9% | -44.9% | +8.1% |
| 1Y | +6.2% | +48.4% | -42.2% | +3.3% |
| All | +6.2% | +56.1% | -49.9% | +3.3% |
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