-26.4%
ELAN vs MOS
-17.0%
-9.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +4.6% | +5.5% | -0.8% | +3.1% |
| 30D | +17.4% | +21.0% | -3.6% | +10.9% |
| 3M | +16.5% | -0.5% | +17.0% | +15.6% |
| 6M | +21.9% | +6.6% | +15.3% | +18.4% |
| YTD | +17.0% | -2.8% | +19.8% | +15.1% |
| 1Y | +15.8% | -8.1% | +23.9% | +15.1% |
| 3Y | +147.9% | -25.6% | +173.5% | +154.7% |
| 5Y | -19.1% | -29.8% | +10.6% | -21.0% |
| All | -26.4% | -17.0% | -9.5% | -49.3% |
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