+2,419.4%
ELV vs MOS
+239.0%
+2,180.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | +3.3% | +9.5% | -6.2% | +1.8% |
| 30D | +4.2% | +10.4% | -6.3% | +2.4% |
| 3M | -0.1% | +12.9% | -13.0% | -2.3% |
| 6M | +41.3% | +1.2% | +40.0% | +39.6% |
| YTD | +17.4% | +9.3% | +8.1% | +14.4% |
| 1Y | +35.1% | -18.0% | +53.0% | +37.2% |
| 3Y | -3.2% | -29.0% | +25.8% | -1.3% |
| 5Y | +15.6% | -9.6% | +25.2% | +9.6% |
| 10Y | +276.8% | +6.1% | +270.7% | +220.0% |
| All | +2,419.4% | +239.0% | +2,180.3% | +1,388.0% |
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