+7.6%
MOS vs ELF
+337.1%
-329.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.7% |
| 7D | +21.6% | +4.0% | +17.6% | +20.9% |
| 30D | +12.0% | +10.6% | +1.4% | +10.2% |
| 3M | -3.9% | +25.8% | -29.7% | -7.5% |
| 6M | -3.3% | +89.1% | -92.4% | -13.1% |
| YTD | -4.6% | +52.7% | -57.4% | -12.5% |
| 1Y | -7.0% | +51.7% | -58.7% | -14.8% |
| 3Y | -24.4% | +14.2% | -38.6% | -34.1% |
| 5Y | -32.1% | +270.7% | -302.8% | -56.4% |
| All | +7.6% | +337.1% | -329.5% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling