+297.3%
ESI vs MDY
+177.2%
+120.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.5% |
| 7D | -4.6% | -1.9% | -2.8% | -2.4% |
| 30D | -10.5% | -4.6% | -5.9% | -5.0% |
| 3M | -19.8% | -1.2% | -18.6% | -18.1% |
| 6M | +5.8% | +9.2% | -3.4% | -3.3% |
| YTD | +38.3% | +13.1% | +25.2% | +21.8% |
| 1Y | +31.5% | +13.0% | +18.5% | +16.7% |
| 3Y | +80.7% | +49.2% | +31.5% | +17.3% |
| 5Y | +69.4% | +47.2% | +22.2% | +13.1% |
| All | +297.3% | +177.2% | +120.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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