+74.4%
MSI vs ELF
+18.9%
+55.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.7% |
| 7D | +4.7% | +4.0% | +0.7% | +4.5% |
| 30D | +14.8% | +10.6% | +4.2% | +14.3% |
| 3M | +8.8% | +25.8% | -17.0% | +7.7% |
| 6M | +19.3% | +89.1% | -69.8% | +16.2% |
| YTD | +35.3% | +52.7% | -17.4% | +32.4% |
| 1Y | +33.8% | +51.7% | -18.0% | +30.8% |
| 3Y | +74.4% | +14.2% | +60.2% | +74.2% |
| All | +74.4% | +18.9% | +55.5% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling