+45.2%
MO vs ESTC
-3.5%
+48.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +3.3% | +2.4% | +0.9% | +3.5% |
| 30D | +7.5% | -4.2% | +11.8% | +7.2% |
| 3M | +22.8% | +2.5% | +20.3% | +23.0% |
| 6M | +13.4% | +81.5% | -68.1% | +17.9% |
| YTD | +43.0% | +16.8% | +26.1% | +50.5% |
| 1Y | +45.2% | -3.5% | +48.7% | +53.9% |
| All | +45.2% | -3.5% | +48.8% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling