+150.6%
ELAN vs MOS
-24.7%
+175.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +8.9% | +24.8% | -15.9% | +2.6% |
| 30D | +16.8% | +22.7% | -5.9% | +10.2% |
| 3M | +20.1% | -1.2% | +21.3% | +19.9% |
| 6M | +13.2% | +5.5% | +7.6% | +10.5% |
| YTD | +18.3% | -2.0% | +20.2% | +15.8% |
| 1Y | +20.2% | -7.9% | +28.1% | +19.3% |
| 3Y | +150.6% | -25.0% | +175.5% | +155.4% |
| All | +150.6% | -24.7% | +175.2% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling