-31.9%
ELAN vs MOS
-6.7%
-25.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +1.6% | +9.5% | -7.9% | -0.9% |
| 30D | -6.6% | +10.4% | -17.0% | -9.2% |
| 3M | -0.8% | +12.9% | -13.7% | -4.6% |
| 6M | +0.2% | +1.2% | -1.0% | -1.4% |
| YTD | +8.3% | +9.3% | -1.0% | +3.9% |
| 1Y | +40.2% | -18.0% | +58.2% | +44.4% |
| 3Y | +97.7% | -29.0% | +126.8% | +106.7% |
| 5Y | -28.3% | -9.6% | -18.7% | -34.8% |
| All | -31.9% | -6.7% | -25.3% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling