-31.9%
ELAN vs MOD
+1,164.0%
-1,196.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.4% |
| 7D | +1.6% | +9.6% | -8.0% | +0.1% |
| 30D | -6.6% | 0.0% | -6.6% | -6.7% |
| 3M | -0.8% | -35.4% | +34.5% | +5.4% |
| 6M | +0.2% | -7.3% | +7.5% | -0.1% |
| YTD | +8.3% | +45.8% | -37.5% | -0.1% |
| 1Y | +40.2% | +43.1% | -2.9% | +28.4% |
| 3Y | +97.7% | +297.7% | -199.9% | +43.9% |
| 5Y | -28.3% | +1,478.8% | -1,507.0% | -59.4% |
| All | -31.9% | +1,164.0% | -1,196.0% | -69.3% |
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 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