+40.2%
MSI vs ELF
+53.2%
-13.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | 0.0% |
| 7D | +3.2% | +1.6% | +1.7% | +3.2% |
| 30D | +17.6% | +9.1% | +8.5% | +17.0% |
| 3M | +14.5% | +28.2% | -13.6% | +12.9% |
| 6M | +34.3% | +119.5% | -85.3% | +30.0% |
| YTD | +39.7% | +55.2% | -15.4% | +36.8% |
| 1Y | +40.2% | +58.6% | -18.4% | +36.7% |
| All | +40.2% | +53.2% | -13.1% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling