-34.6%
ELAN vs MOD
+1,107.6%
-1,142.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.2% |
| 7D | -4.6% | +3.6% | -8.2% | -5.1% |
| 30D | +5.7% | -2.6% | +8.3% | +6.0% |
| 3M | -3.9% | -33.1% | +29.3% | +1.6% |
| 6M | -1.6% | -7.5% | +5.9% | -1.9% |
| YTD | +4.1% | +39.3% | -35.2% | -3.3% |
| 1Y | +25.5% | +34.3% | -8.7% | +16.1% |
| 3Y | +103.2% | +296.2% | -193.0% | +48.0% |
| 5Y | -29.8% | +1,504.6% | -1,534.4% | -60.4% |
| All | -34.6% | +1,107.6% | -1,142.2% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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