+100.3%
MO vs ESTC
+19.3%
+81.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.4% |
| 7D | -1.0% | -13.2% | +12.2% | -0.8% |
| 30D | +5.8% | +9.3% | -3.6% | +5.6% |
| 3M | -4.5% | +37.3% | -41.9% | -5.1% |
| 6M | +5.7% | +61.0% | -55.3% | +4.6% |
| YTD | +23.1% | +10.7% | +12.5% | +22.9% |
| 1Y | +10.9% | -7.2% | +18.1% | +11.1% |
| 3Y | +96.1% | +7.2% | +89.0% | +92.6% |
| 5Y | +100.1% | -47.7% | +147.8% | +101.9% |
| All | +100.3% | +19.3% | +81.0% | +75.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling