+791.6%
MOD vs ESTC
-52.1%
+843.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.3% |
| 7D | -17.8% | -3.6% | -14.3% | -17.1% |
| 30D | -43.2% | -11.2% | -32.1% | -41.9% |
| 3M | -46.0% | +14.3% | -60.4% | -47.8% |
| 6M | -62.2% | +67.0% | -129.2% | -66.5% |
| YTD | -22.8% | +15.7% | -38.5% | -27.1% |
| 1Y | -35.5% | -6.3% | -29.2% | -36.1% |
| 3Y | +128.2% | +14.5% | +113.7% | +110.3% |
| 5Y | +791.6% | -49.9% | +841.5% | +660.9% |
| All | +791.6% | -52.1% | +843.7% | +660.9% |
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