-32.2%
MOS vs ELF
+259.2%
-291.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.6% | +3.6% |
| 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% | -5.9% |
| 6M | -2.2% | +84.9% | -87.1% | -7.5% |
| YTD | -4.8% | +44.5% | -49.2% | -8.7% |
| 1Y | -11.7% | -6.8% | -4.9% | -12.5% |
| 3Y | -26.5% | +14.2% | -40.8% | -31.7% |
| 5Y | -32.2% | +250.6% | -282.8% | -44.2% |
| All | -32.2% | +259.2% | -291.4% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling