+21.8%
ELAN vs MOD
-6.2%
+27.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.8% | -2.3% |
| 7D | +4.0% | +40.4% | -36.4% | -0.7% |
| 30D | +18.8% | -14.0% | +32.8% | +19.9% |
| 3M | +19.0% | -33.3% | +52.3% | +24.3% |
| 6M | +22.8% | -51.4% | +74.3% | +35.3% |
| YTD | +18.3% | +1.6% | +16.7% | +17.2% |
| 1Y | +21.8% | +5.4% | +16.4% | +19.4% |
| All | +21.8% | -6.2% | +27.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling