-24.5%
MOS vs ELF
+12.5%
-37.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +3.5% |
| 7D | +22.5% | -2.7% | +25.2% | +22.8% |
| 30D | +6.6% | +6.9% | -0.2% | +6.0% |
| 3M | -3.8% | +27.2% | -31.0% | -5.8% |
| 6M | -2.2% | +84.9% | -87.1% | -7.4% |
| YTD | -4.8% | +44.5% | -49.2% | -8.6% |
| 1Y | -11.7% | -6.8% | -4.9% | -12.3% |
| All | -24.5% | +12.5% | -37.0% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling