+41.8%
MOH vs ESTC
+19.1%
+22.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.7% | -9.2% | +10.9% | +2.6% |
| 30D | -0.9% | +8.1% | -9.0% | -2.0% |
| 3M | +5.7% | +38.5% | -32.8% | +1.9% |
| 6M | +39.1% | +57.8% | -18.7% | +31.8% |
| YTD | +17.7% | +10.5% | +7.1% | +15.2% |
| 1Y | +8.4% | -6.4% | +14.7% | +7.6% |
| 3Y | -36.6% | +4.7% | -41.2% | -41.3% |
| 5Y | -19.1% | -47.8% | +28.7% | -19.2% |
| All | +41.8% | +19.1% | +22.7% | -5.2% |
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 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