+611.6%
MSI vs ELF
+357.0%
+254.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -3.7% | +5.4% | -9.0% | -4.3% |
| 30D | +6.8% | +27.0% | -20.2% | +4.1% |
| 3M | +14.3% | +113.2% | -98.9% | +5.2% |
| 6M | -1.3% | +36.6% | -37.9% | -5.2% |
| YTD | +23.1% | +44.2% | -21.1% | +17.0% |
| 1Y | -0.8% | -18.0% | +17.1% | -1.0% |
| 3Y | +70.9% | -19.9% | +90.8% | +62.2% |
| 5Y | +103.3% | +257.7% | -154.4% | +48.2% |
| All | +611.6% | +357.0% | +254.6% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded ELF 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling