-18.9%
ELAN vs MOD
+832.8%
-851.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.9% | -5.6% | +2.7% |
| 7D | +11.4% | -13.9% | +25.3% | +13.3% |
| 30D | +17.1% | -41.5% | +58.6% | +26.3% |
| 3M | +21.3% | -45.7% | +67.1% | +31.9% |
| 6M | +13.5% | -61.1% | +74.6% | +29.0% |
| YTD | +18.6% | -20.5% | +39.1% | +18.6% |
| 1Y | +24.9% | -32.1% | +57.0% | +27.5% |
| 3Y | +161.6% | +146.5% | +15.1% | +92.9% |
| 5Y | -18.9% | +812.7% | -831.6% | -52.4% |
| All | -18.9% | +832.8% | -851.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling