+43.1%
MCO vs ESTC
+11.0%
+32.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -0.5% | +13.4% | -14.0% | -2.6% |
| 3M | +5.7% | +41.3% | -35.6% | +0.1% |
| 6M | +3.0% | +62.6% | -59.6% | -4.7% |
| YTD | -6.5% | +14.8% | -21.2% | -10.0% |
| 1Y | -5.8% | -5.1% | -0.7% | -7.6% |
| All | +43.1% | +11.0% | +32.1% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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