-36.5%
ELAN vs MOS
-7.5%
-29.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.3% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | +0.6% | +10.9% | -10.3% | -2.4% |
| 3M | 0.0% | +29.2% | -29.3% | -7.4% |
| 6M | -3.4% | -2.3% | -1.1% | -4.1% |
| YTD | +1.0% | +8.3% | -7.3% | -2.8% |
| 1Y | +24.7% | -21.2% | +45.9% | +29.9% |
| 3Y | +97.2% | -25.9% | +123.2% | +103.8% |
| 5Y | -31.5% | -9.4% | -22.2% | -37.8% |
| All | -36.5% | -7.5% | -29.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MOS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling