-26.4%
ELAN vs MOD
+592.7%
-619.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.6% |
| 7D | +4.6% | +8.2% | -3.6% | +3.4% |
| 30D | +17.4% | -38.2% | +55.5% | +25.3% |
| 3M | +16.5% | -46.2% | +62.7% | +26.5% |
| 6M | +21.9% | -62.5% | +84.5% | +38.9% |
| YTD | +17.0% | -20.1% | +37.1% | +17.0% |
| 1Y | +15.8% | -29.7% | +45.5% | +17.6% |
| 3Y | +147.9% | +136.2% | +11.7% | +93.8% |
| 5Y | -19.1% | +820.4% | -839.5% | -50.7% |
| All | -26.4% | +592.7% | -619.1% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling