+21.3%
ELF vs MOH
-41.8%
+63.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +1.6% | +0.2% | +1.3% | +1.6% |
| 30D | +9.1% | +0.1% | +9.0% | +9.1% |
| 3M | +28.2% | +1.8% | +26.3% | +28.3% |
| 6M | +119.5% | +9.1% | +110.4% | +120.6% |
| YTD | +55.2% | +20.7% | +34.4% | +56.3% |
| 1Y | +58.6% | +51.3% | +7.3% | +59.9% |
| 3Y | +21.3% | -42.0% | +63.3% | +23.8% |
| All | +21.3% | -41.8% | +63.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling