-20.6%
MOH vs ESTC
-49.0%
+28.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.7% | +3.3% |
| 7D | -1.3% | -13.2% | +11.9% | -0.9% |
| 30D | +3.0% | +9.3% | -6.4% | +2.6% |
| 3M | +1.2% | +37.3% | -36.1% | +0.3% |
| 6M | +41.7% | +61.0% | -19.3% | +39.8% |
| YTD | +15.4% | +10.7% | +4.8% | +15.3% |
| 1Y | +11.8% | -7.2% | +19.0% | +12.5% |
| 3Y | -37.5% | +7.2% | -44.7% | -39.5% |
| 5Y | -20.6% | -47.7% | +27.1% | -21.8% |
| All | -20.6% | -49.0% | +28.3% | -21.8% |
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