+2,696.3%
MSFT vs ELV
+2,444.2%
+252.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.6% |
| 7D | -2.7% | +3.3% | -6.0% | -3.6% |
| 30D | +2.7% | +4.2% | -1.5% | +1.5% |
| 3M | +17.0% | -0.1% | +17.0% | +16.5% |
| 6M | +23.8% | +41.3% | -17.4% | +11.7% |
| YTD | +4.0% | +17.4% | -13.5% | -2.2% |
| 1Y | -0.8% | +35.1% | -35.9% | -10.8% |
| 3Y | +55.6% | -3.2% | +58.9% | +49.4% |
| 5Y | +72.9% | +15.6% | +57.3% | +54.7% |
| 10Y | +875.8% | +276.8% | +599.0% | +494.8% |
| All | +2,696.3% | +2,444.2% | +252.0% | +1,046.7% |
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