-29.8%
ELF vs MOH
+4.9%
-34.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.2% |
| 7D | -11.6% | +1.7% | -13.3% | -11.6% |
| 30D | +4.6% | -0.9% | +5.5% | +4.6% |
| 3M | +59.7% | +5.7% | +54.0% | +60.6% |
| 6M | +21.2% | +39.1% | -17.9% | +24.0% |
| YTD | +27.4% | +17.7% | +9.8% | +28.1% |
| 1Y | -29.8% | +8.4% | -38.2% | -29.6% |
| All | -29.8% | +4.9% | -34.8% | -29.6% |
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