+36.3%
MOH vs ESTC
+26.3%
+10.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.9% |
| 7D | -3.3% | -4.3% | +1.0% | -3.0% |
| 30D | -0.1% | +17.7% | -17.8% | -1.9% |
| 3M | -1.1% | +42.3% | -43.4% | -4.8% |
| 6M | +35.9% | +64.6% | -28.7% | +28.3% |
| YTD | +13.1% | +17.2% | -4.1% | +10.1% |
| 1Y | +11.8% | -4.2% | +16.0% | +10.9% |
| 3Y | -38.7% | +13.5% | -52.3% | -43.9% |
| 5Y | -25.1% | -45.5% | +20.4% | -25.3% |
| All | +36.3% | +26.3% | +10.0% | -9.4% |
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