+22.2%
ELV vs MOH
-19.7%
+41.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | -0.4% |
| 7D | +3.2% | +1.7% | +1.5% | +2.5% |
| 30D | +5.4% | -0.9% | +6.3% | +5.7% |
| 3M | +5.4% | +5.7% | -0.4% | +2.4% |
| 6M | +45.7% | +39.1% | +6.6% | +24.7% |
| YTD | +21.2% | +17.7% | +3.5% | +8.8% |
| 1Y | +35.6% | +8.4% | +27.2% | +24.5% |
| 3Y | -2.0% | -36.6% | +34.6% | +11.8% |
| All | +22.2% | -19.7% | +41.9% | +17.0% |
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