+520.4%
MOD vs ESTC
+20.3%
+500.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.1% | -1.2% | -6.0% |
| 7D | -34.2% | -18.5% | -15.7% | -31.3% |
| 30D | -51.9% | -11.0% | -40.9% | -50.7% |
| 3M | -53.0% | +20.8% | -73.8% | -55.3% |
| 6M | -66.4% | +67.9% | -134.2% | -70.5% |
| YTD | -31.5% | +11.6% | -43.2% | -35.5% |
| 1Y | -39.6% | -3.3% | -36.3% | -41.3% |
| 3Y | +116.8% | +16.4% | +100.4% | +95.6% |
| 5Y | +713.8% | -49.9% | +763.7% | +717.9% |
| All | +520.4% | +20.3% | +500.1% | +331.7% |
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