+99.9%
ELAN vs MOS
-24.6%
+124.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | -4.6% | +1.7% | -6.2% | -5.0% |
| 30D | +5.7% | +11.7% | -6.0% | +2.4% |
| 3M | -3.9% | +23.2% | -27.0% | -9.8% |
| 6M | -1.6% | -1.6% | 0.0% | -2.9% |
| YTD | +4.1% | +10.8% | -6.8% | -1.0% |
| 1Y | +25.5% | -16.2% | +41.8% | +28.9% |
| All | +99.9% | -24.6% | +124.5% | +99.8% |
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