-30.4%
ELAN vs MOH
-19.7%
-10.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.1% |
| 7D | -5.4% | +1.7% | -7.1% | -5.6% |
| 30D | +4.7% | -0.9% | +5.6% | +4.8% |
| 3M | -3.7% | +5.7% | -9.4% | -4.5% |
| 6M | -1.2% | +39.1% | -40.3% | -5.3% |
| YTD | +2.4% | +17.7% | -15.3% | -0.8% |
| 1Y | +23.4% | +8.4% | +15.0% | +20.3% |
| 3Y | +96.7% | -36.6% | +133.3% | +100.1% |
| All | -30.4% | -19.7% | -10.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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