+1,221.5%
MOD vs ESTC
+31.2%
+1,190.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +5.2% |
| 7D | +9.6% | -8.1% | +17.7% | +11.3% |
| 30D | 0.0% | +31.7% | -31.7% | -6.4% |
| 3M | -35.4% | +41.1% | -76.4% | -40.7% |
| 6M | -7.3% | +77.1% | -84.3% | -20.0% |
| YTD | +45.8% | +21.7% | +24.1% | +35.0% |
| 1Y | +43.1% | +8.4% | +34.8% | +35.5% |
| 3Y | +297.7% | +23.6% | +274.1% | +253.9% |
| 5Y | +1,478.8% | -46.5% | +1,525.2% | +1,463.7% |
| All | +1,221.5% | +31.2% | +1,190.4% | +803.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling