+138.2%
MO vs ESTC
+19.0%
+119.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.6% |
| 7D | -0.8% | -3.6% | +2.8% | -0.9% |
| 30D | +6.5% | -11.2% | +17.7% | +6.1% |
| 3M | +18.3% | +14.3% | +4.0% | +18.9% |
| 6M | +15.6% | +67.0% | -51.4% | +17.6% |
| YTD | +38.8% | +15.7% | +23.2% | +40.8% |
| 1Y | +41.6% | -6.3% | +47.9% | +43.1% |
| 3Y | +138.2% | +14.5% | +123.7% | +136.2% |
| All | +138.2% | +19.0% | +119.2% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling