+39.9%
ELV vs MOS
-16.2%
+56.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +17.4% | -12.4% | +3.6% |
| 7D | +4.8% | +17.9% | -13.2% | +3.4% |
| 30D | +10.1% | +1.6% | +8.5% | +9.7% |
| 3M | +15.4% | -4.0% | +19.4% | +15.2% |
| 6M | +17.7% | -4.1% | +21.8% | +17.4% |
| YTD | +25.7% | -7.8% | +33.5% | +23.7% |
| 1Y | +39.9% | -15.6% | +55.4% | +35.5% |
| All | +39.9% | -16.2% | +56.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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