+228.0%
MCO vs ESTC
+31.2%
+196.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.2% |
| 7D | -4.2% | -8.1% | +4.0% | -2.4% |
| 30D | +2.2% | +31.7% | -29.5% | -4.4% |
| 3M | +10.1% | +41.1% | -30.9% | +1.2% |
| 6M | +5.3% | +77.1% | -71.8% | -8.5% |
| YTD | -2.7% | +21.7% | -24.4% | -8.9% |
| 1Y | -0.4% | +8.4% | -8.8% | -5.2% |
| 3Y | +49.0% | +23.6% | +25.4% | +27.5% |
| 5Y | +33.6% | -46.5% | +80.1% | +30.3% |
| All | +228.0% | +31.2% | +196.8% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling