+609.7%
MSI vs ELF
+357.0%
+252.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -1.6% | +36.6% | -38.1% | -5.5% |
| YTD | +22.8% | +44.2% | -21.4% | +16.7% |
| 1Y | -1.1% | -18.0% | +16.9% | -1.3% |
| 3Y | +70.5% | -19.9% | +90.4% | +61.7% |
| 5Y | +102.8% | +257.7% | -154.9% | +47.9% |
| All | +609.7% | +357.0% | +252.8% | +355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling