-18.0%
MOS vs ELF
-17.5%
-0.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +9.5% | +5.4% | +4.2% | +9.1% |
| 30D | +10.4% | +27.0% | -16.6% | +8.6% |
| 3M | +12.9% | +113.2% | -100.3% | +6.9% |
| 6M | +1.2% | +36.6% | -35.3% | -1.1% |
| YTD | +9.3% | +44.2% | -34.9% | +5.6% |
| 1Y | -18.0% | -18.0% | 0.0% | -11.8% |
| All | -18.0% | -17.5% | -0.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling