-1.5%
ELV vs MOS
-26.6%
+25.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +1.3% | +21.6% | -20.3% | -0.7% |
| 30D | +5.3% | +12.0% | -6.7% | +3.9% |
| 3M | +9.2% | -3.9% | +13.1% | +9.2% |
| 6M | +14.5% | -3.3% | +17.9% | +14.2% |
| YTD | +23.2% | -4.6% | +27.8% | +22.1% |
| 1Y | +38.0% | -7.0% | +45.0% | +36.9% |
| 3Y | -1.5% | -24.4% | +22.9% | -1.5% |
| All | -1.5% | -26.6% | +25.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling