+821.0%
MOD vs ESTC
+25.9%
+795.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.0% | +28.9% | +28.1% |
| 7D | +40.4% | +2.4% | +38.0% | +39.8% |
| 30D | -14.0% | -4.2% | -9.8% | -13.2% |
| 3M | -33.3% | +2.5% | -35.8% | -34.2% |
| 6M | -51.4% | +81.5% | -132.9% | -58.0% |
| YTD | +1.6% | +16.8% | -15.2% | -5.1% |
| 1Y | +5.4% | -3.5% | +8.8% | +2.6% |
| 3Y | +191.0% | +17.7% | +173.3% | +162.1% |
| 5Y | +1,093.1% | -51.7% | +1,144.9% | +1,113.2% |
| All | +821.0% | +25.9% | +795.0% | +535.1% |
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