+2,826.7%
MSFT vs ELV
+2,595.8%
+230.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -3.8% | +1.1% | -4.9% | -4.1% |
| 3M | +6.4% | +8.2% | -1.8% | +4.0% |
| 6M | +28.8% | +10.2% | +18.6% | +24.6% |
| YTD | +8.8% | +24.4% | -15.6% | +0.6% |
| 1Y | +3.2% | +33.8% | -30.7% | -6.8% |
| 3Y | +44.8% | -1.4% | +46.2% | +38.4% |
| 5Y | +61.8% | +5.8% | +56.0% | +49.3% |
| 10Y | +897.9% | +269.1% | +628.9% | +512.5% |
| All | +2,826.7% | +2,595.8% | +230.9% | +1,079.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling