-25.6%
ELAN vs MOS
-20.2%
-5.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.9% |
| 7D | +4.0% | -2.0% | +6.0% | +4.6% |
| 30D | +18.8% | +15.3% | +3.5% | +13.6% |
| 3M | +19.0% | +1.5% | +17.5% | +17.4% |
| 6M | +22.8% | -2.0% | +24.8% | +22.0% |
| YTD | +18.3% | -6.5% | +24.9% | +17.6% |
| 1Y | +21.8% | -11.1% | +32.8% | +22.0% |
| 3Y | +153.8% | -30.3% | +184.1% | +165.3% |
| 5Y | -18.9% | -33.5% | +14.6% | -19.7% |
| All | -25.6% | -20.2% | -5.4% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling