-3.9%
ELF vs MOH
+53.5%
-57.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.9% | -7.0% | +2.0% |
| 7D | -1.5% | +14.3% | -15.8% | -1.3% |
| 30D | +9.5% | +16.7% | -7.2% | +9.9% |
| 3M | +29.4% | +18.3% | +11.0% | +29.8% |
| 6M | +83.7% | +15.8% | +67.9% | +85.3% |
| YTD | +49.4% | +30.5% | +19.0% | +48.7% |
| 1Y | -3.9% | +49.3% | -53.2% | -7.9% |
| All | -3.9% | +53.5% | -57.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling