+31.5%
ESI vs MDY
+14.6%
+16.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -1.2% |
| 7D | -4.6% | -1.9% | -2.8% | -0.8% |
| 30D | -10.5% | -4.6% | -5.9% | -1.0% |
| 3M | -19.8% | -1.2% | -18.6% | -17.1% |
| 6M | +5.8% | +9.2% | -3.4% | -9.4% |
| YTD | +38.3% | +13.1% | +25.2% | +10.4% |
| 1Y | +31.5% | +13.0% | +18.5% | +4.4% |
| All | +31.5% | +14.6% | +16.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling