+77.8%
ESI vs MDY
+56.8%
+20.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.5% |
| 7D | +5.5% | +2.3% | +3.3% | +2.2% |
| 30D | -7.8% | +2.0% | -9.8% | -10.1% |
| 3M | -15.0% | -5.6% | -9.4% | -6.9% |
| 6M | -24.9% | +1.3% | -26.2% | -24.9% |
| YTD | +33.2% | +12.3% | +20.9% | +16.8% |
| 1Y | +24.9% | +15.8% | +9.2% | +5.6% |
| 3Y | +77.8% | +56.5% | +21.3% | +5.7% |
| All | +77.8% | +56.8% | +20.9% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling