+6.4%
ELV vs MOS
-33.6%
+40.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | +1.0% | -2.0% | +2.9% | +1.2% |
| 30D | +0.4% | +15.3% | -14.9% | -1.3% |
| 3M | +8.4% | +1.5% | +6.9% | +7.8% |
| 6M | +8.4% | -2.0% | +10.4% | +8.0% |
| YTD | +24.4% | -6.5% | +30.9% | +23.7% |
| 1Y | +33.5% | -11.1% | +44.6% | +33.4% |
| 3Y | -2.1% | -30.3% | +28.2% | -1.2% |
| All | +6.4% | -33.6% | +40.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling