+555.9%
MOD vs ESTC
+23.0%
+532.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.3% |
| 7D | -25.5% | -11.5% | -14.0% | -23.6% |
| 30D | -49.0% | -7.5% | -41.5% | -48.2% |
| 3M | -49.8% | +23.1% | -72.9% | -52.4% |
| 6M | -64.8% | +75.3% | -140.0% | -69.3% |
| YTD | -27.6% | +14.1% | -41.7% | -32.1% |
| 1Y | -35.2% | -0.6% | -34.6% | -37.4% |
| 3Y | +137.1% | +20.8% | +116.3% | +112.3% |
| 5Y | +760.3% | -48.8% | +809.0% | +761.0% |
| All | +555.9% | +23.0% | +532.9% | +354.4% |
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