+662.2%
MSI vs ELF
+316.3%
+345.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.5% |
| 7D | +2.6% | +3.4% | -0.8% | +2.2% |
| 30D | +18.1% | +5.0% | +13.2% | +17.4% |
| 3M | +13.2% | +22.6% | -9.4% | +10.6% |
| 6M | +36.3% | +104.0% | -67.7% | +25.7% |
| YTD | +39.5% | +49.3% | -9.8% | +31.9% |
| 1Y | +36.9% | +46.0% | -9.2% | +29.6% |
| 3Y | +76.1% | +19.4% | +56.7% | +58.1% |
| 5Y | +123.7% | +262.0% | -138.3% | +62.7% |
| All | +662.2% | +316.3% | +345.9% | +390.6% |
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