+97.6%
MO vs ESTC
+23.7%
+74.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -2.4% | -3.3% | +0.9% | -2.3% |
| 30D | +3.6% | +13.4% | -9.9% | +3.3% |
| 3M | -3.7% | +41.3% | -45.0% | -4.4% |
| 6M | +4.5% | +62.6% | -58.1% | +3.4% |
| YTD | +21.5% | +14.8% | +6.7% | +21.2% |
| 1Y | +9.5% | -5.1% | +14.6% | +9.7% |
| 3Y | +93.6% | +11.2% | +82.4% | +90.0% |
| 5Y | +97.5% | -47.0% | +144.5% | +99.6% |
| All | +97.6% | +23.7% | +74.0% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling