+68.6%
ESI vs MDY
+46.3%
+22.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.6% |
| 7D | -4.6% | -1.9% | -2.8% | -2.2% |
| 30D | -10.5% | -4.6% | -5.9% | -4.5% |
| 3M | -19.8% | -1.2% | -18.6% | -18.0% |
| 6M | +5.8% | +9.2% | -3.4% | -3.9% |
| YTD | +38.3% | +13.1% | +25.2% | +20.8% |
| 1Y | +31.5% | +13.0% | +18.5% | +15.7% |
| 3Y | +80.7% | +49.2% | +31.5% | +14.7% |
| All | +68.6% | +46.3% | +22.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling