+230.5%
ELF vs MOH
-26.1%
+256.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -4.0% |
| 7D | -6.8% | -4.2% | -2.6% | -6.6% |
| 30D | +5.1% | -2.4% | +7.5% | +5.1% |
| 3M | +79.8% | -4.4% | +84.2% | +80.1% |
| 6M | +29.7% | +32.9% | -3.2% | +28.4% |
| YTD | +31.6% | +11.9% | +19.8% | +30.5% |
| 1Y | -27.9% | +6.9% | -34.8% | -28.6% |
| 3Y | -26.4% | -39.4% | +13.0% | -25.5% |
| All | +230.5% | -26.1% | +256.6% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling