+27.5%
MCO vs ESTC
-49.0%
+76.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.8% |
| 7D | -7.3% | -13.2% | +5.8% | -4.8% |
| 30D | -1.7% | +9.3% | -11.0% | -3.9% |
| 3M | +3.9% | +37.3% | -33.4% | -3.1% |
| 6M | +3.8% | +61.0% | -57.2% | -6.7% |
| YTD | -7.9% | +10.7% | -18.6% | -11.6% |
| 1Y | -6.8% | -7.2% | +0.3% | -8.1% |
| 3Y | +40.9% | +7.2% | +33.8% | +26.0% |
| 5Y | +27.5% | -47.7% | +75.2% | +20.4% |
| All | +27.5% | -49.0% | +76.5% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling