+878.4%
MSFT vs ELV
+280.2%
+598.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -0.8% | +3.2% | -4.0% | -1.7% |
| 30D | +0.8% | +5.4% | -4.5% | -0.6% |
| 3M | +27.2% | +5.4% | +21.9% | +25.0% |
| 6M | +22.9% | +45.7% | -22.8% | +10.2% |
| YTD | +3.1% | +21.2% | -18.1% | -3.7% |
| 1Y | -0.3% | +35.6% | -35.9% | -10.3% |
| 3Y | +50.1% | -2.0% | +52.1% | +44.2% |
| 5Y | +74.6% | +26.0% | +48.6% | +49.3% |
| All | +878.4% | +280.2% | +598.2% | +541.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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