+268.7%
ELV vs MOS
-1.8%
+270.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.1% | +5.5% | -6.5% | -2.0% |
| 30D | +1.8% | +21.0% | -19.2% | -1.6% |
| 3M | +10.5% | -0.5% | +11.0% | +9.9% |
| 6M | +13.5% | +6.6% | +6.9% | +11.2% |
| YTD | +24.3% | -2.8% | +27.1% | +22.6% |
| 1Y | +38.9% | -8.1% | +47.0% | +38.2% |
| 3Y | -1.5% | -25.6% | +24.1% | -0.6% |
| 5Y | +7.3% | -29.8% | +37.0% | +4.2% |
| 10Y | +268.7% | +0.6% | +268.2% | +194.2% |
| All | +268.7% | -1.8% | +270.5% | +194.2% |
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