+1,264.8%
ELV vs MOH
+1,358.8%
-94.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +3.7% |
| 7D | +2.8% | +1.7% | +1.0% | +2.2% |
| 30D | +4.9% | -0.9% | +5.8% | +5.2% |
| 3M | +4.9% | +5.7% | -0.8% | +2.7% |
| 6M | +45.1% | +39.1% | +6.0% | +28.6% |
| YTD | +20.7% | +17.7% | +3.0% | +11.1% |
| 1Y | +35.0% | +8.4% | +26.7% | +26.5% |
| 3Y | -2.4% | -36.6% | +34.1% | +7.1% |
| 5Y | +25.5% | -19.1% | +44.5% | +27.2% |
| 10Y | +277.1% | +262.8% | +14.3% | +137.4% |
| All | +1,264.8% | +1,358.8% | -94.0% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling