-7.2%
MOS vs ELF
+51.9%
-59.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.5% | +4.3% | +1.2% | +5.4% |
| 30D | +21.0% | +7.7% | +13.2% | +20.8% |
| 3M | -0.5% | +24.7% | -25.2% | -0.9% |
| 6M | +6.6% | +114.6% | -108.0% | +5.9% |
| YTD | -2.8% | +55.8% | -58.6% | -3.4% |
| All | -7.2% | +51.9% | -59.0% | -7.9% |
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