+25.5%
MSFU vs ELAN
+99.1%
-73.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.0% |
| 7D | -1.8% | -5.4% | +3.6% | -1.1% |
| 30D | +0.5% | +4.7% | -4.2% | -0.2% |
| 3M | +51.9% | -3.7% | +55.5% | +51.9% |
| 6M | +35.0% | -1.2% | +36.1% | +33.5% |
| YTD | -9.0% | +2.4% | -11.4% | -10.8% |
| 1Y | -18.8% | +23.4% | -42.2% | -23.1% |
| 3Y | +25.5% | +96.7% | -71.2% | -3.2% |
| All | +25.5% | +99.1% | -73.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling