+64.1%
MSFT vs ELF
+266.1%
-202.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.7% |
| 7D | +1.7% | +4.0% | -2.3% | +1.2% |
| 30D | +0.2% | +10.6% | -10.4% | -1.1% |
| 3M | +6.4% | +25.8% | -19.5% | +3.0% |
| 6M | +28.7% | +89.1% | -60.4% | +18.1% |
| YTD | +10.4% | +52.7% | -42.3% | +3.1% |
| 1Y | +7.6% | +51.7% | -44.1% | +0.3% |
| 3Y | +52.3% | +14.2% | +38.1% | +29.0% |
| All | +64.1% | +266.1% | -202.1% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling