+321.2%
MOD vs ESTC
+25.2%
+296.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +5.1% |
| 7D | +9.6% | -8.1% | +17.7% | +11.1% |
| 30D | 0.0% | +31.7% | -31.7% | -6.0% |
| 3M | -35.4% | +41.1% | -76.4% | -40.4% |
| 6M | -7.3% | +77.1% | -84.3% | -19.9% |
| YTD | +45.8% | +21.7% | +24.1% | +37.2% |
| 1Y | +43.1% | +8.4% | +34.8% | +38.6% |
| All | +321.2% | +25.2% | +296.0% | +283.2% |
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