-21.3%
MOS vs ESTC
+23.0%
-44.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | +21.6% | -11.5% | +33.1% | +23.6% |
| 30D | +12.0% | -7.5% | +19.5% | +12.8% |
| 3M | -3.9% | +23.1% | -26.9% | -8.2% |
| 6M | -3.3% | +75.3% | -78.6% | -13.5% |
| YTD | -4.6% | +14.1% | -18.8% | -9.2% |
| 1Y | -7.0% | -0.6% | -6.4% | -9.6% |
| 3Y | -24.4% | +20.8% | -45.2% | -34.1% |
| 5Y | -32.1% | -48.8% | +16.6% | -32.7% |
| All | -21.3% | +23.0% | -44.3% | -51.6% |
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