+72.2%
MSFU vs ELAN
+64.5%
+7.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.9% |
| 7D | -3.2% | +0.3% | -3.4% | -3.2% |
| 30D | -3.1% | +8.4% | -11.5% | -4.7% |
| 3M | +35.3% | +1.2% | +34.0% | +34.0% |
| 6M | +31.6% | +2.6% | +29.0% | +28.8% |
| YTD | -9.5% | +5.9% | -15.4% | -12.4% |
| 1Y | -18.4% | +25.8% | -44.2% | -24.3% |
| 3Y | +26.9% | +106.8% | -79.9% | -3.5% |
| All | +72.2% | +64.5% | +7.7% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling