+2,497.1%
ELV vs MOS
+201.2%
+2,295.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.6% | -2.0% |
| 7D | +1.1% | +19.7% | -18.5% | -1.8% |
| 30D | +1.3% | +21.5% | -20.2% | -2.0% |
| 3M | +6.6% | -0.4% | +7.0% | +6.0% |
| 6M | +11.6% | +4.5% | +7.0% | +9.8% |
| YTD | +21.1% | -2.9% | +24.0% | +19.6% |
| 1Y | +34.2% | -7.7% | +41.9% | +33.5% |
| 3Y | -2.9% | -25.6% | +22.7% | -2.0% |
| 5Y | +4.6% | -31.2% | +35.8% | +3.4% |
| 10Y | +272.8% | +2.8% | +270.0% | +217.2% |
| All | +2,497.1% | +201.2% | +2,295.9% | +1,455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling