+597.4%
MSI vs ELF
+317.0%
+280.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.2% |
| 7D | -4.0% | -6.8% | +2.8% | -3.3% |
| 30D | -0.5% | +5.1% | -5.5% | -1.1% |
| 3M | +11.4% | +79.8% | -68.4% | +4.4% |
| 6M | +1.0% | +29.7% | -28.7% | -2.5% |
| YTD | +20.7% | +31.6% | -11.0% | +15.8% |
| 1Y | -2.7% | -27.9% | +25.2% | -1.5% |
| 3Y | +68.2% | -26.4% | +94.6% | +61.0% |
| 5Y | +100.0% | +235.6% | -135.7% | +46.6% |
| All | +597.4% | +317.0% | +280.4% | +351.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling