+97.2%
MO vs ESTC
-47.2%
+144.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.1% |
| 7D | -2.0% | -4.3% | +2.3% | -2.1% |
| 30D | -0.3% | +17.7% | -18.0% | 0.0% |
| 3M | -2.9% | +42.3% | -45.2% | -2.3% |
| 6M | +5.8% | +64.6% | -58.8% | +6.8% |
| YTD | +22.0% | +17.2% | +4.8% | +22.9% |
| 1Y | +10.7% | -4.2% | +14.9% | +11.4% |
| 3Y | +94.4% | +13.5% | +80.9% | +95.1% |
| 5Y | +97.2% | -45.5% | +142.7% | +88.5% |
| All | +97.2% | -47.2% | +144.4% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling