+259.8%
ELV vs MOS
+11.1%
+248.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | -0.3% | +7.1% | -7.3% | -1.4% |
| 30D | +2.0% | +15.0% | -13.1% | -0.5% |
| 3M | -3.5% | +24.1% | -27.6% | -7.3% |
| 6M | +40.2% | +2.7% | +37.5% | +38.1% |
| YTD | +15.8% | +12.2% | +3.6% | +12.0% |
| 1Y | +33.2% | -16.3% | +49.5% | +35.1% |
| 3Y | -6.2% | -23.3% | +17.1% | -5.5% |
| 5Y | +16.4% | -4.2% | +20.6% | +6.8% |
| 10Y | +259.8% | +12.6% | +247.2% | +172.1% |
| All | +259.8% | +11.1% | +248.7% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling