-36.5%
ELAN vs MOS
-8.3%
-28.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.1% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | +0.6% | +10.0% | -9.4% | -2.2% |
| 3M | 0.0% | +28.2% | -28.2% | -7.2% |
| 6M | -3.4% | -3.1% | -0.3% | -3.8% |
| YTD | +1.0% | +7.4% | -6.4% | -2.6% |
| 1Y | +24.7% | -21.8% | +46.6% | +30.2% |
| 3Y | +97.2% | -26.6% | +123.8% | +104.2% |
| 5Y | -31.5% | -10.1% | -21.4% | -37.7% |
| All | -36.5% | -8.3% | -28.2% | -57.1% |
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