-29.3%
ELAN vs MOS
-7.1%
-22.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | +0.3% | +7.1% | -6.8% | -1.4% |
| 30D | +8.4% | +15.0% | -6.7% | +4.7% |
| 3M | +1.2% | +24.1% | -22.9% | -4.2% |
| 6M | +2.6% | +2.7% | -0.1% | +0.7% |
| YTD | +5.9% | +12.2% | -6.3% | +1.5% |
| 1Y | +25.8% | -16.3% | +42.1% | +28.4% |
| 3Y | +106.8% | -23.3% | +130.1% | +109.0% |
| 5Y | -29.3% | -4.2% | -25.1% | -33.8% |
| All | -29.3% | -7.1% | -22.2% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling