+102.7%
MO vs ELAN
-30.9%
+133.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +0.1% | -5.4% | +5.6% | +0.4% |
| 30D | +7.1% | +4.7% | +2.4% | +6.9% |
| 3M | -2.0% | -3.7% | +1.7% | -1.9% |
| 6M | +7.3% | -1.2% | +8.5% | +7.0% |
| YTD | +23.5% | +2.4% | +21.1% | +22.8% |
| 1Y | +11.0% | +23.4% | -12.4% | +9.2% |
| 3Y | +95.0% | +96.7% | -1.7% | +82.4% |
| All | +102.7% | -30.9% | +133.6% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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