-22.9%
MOS vs ESTC
+25.9%
-48.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -2.0% | +2.4% | -4.4% | -2.4% |
| 30D | +15.3% | -4.2% | +19.6% | +15.6% |
| 3M | +1.5% | +2.5% | -1.0% | 0.0% |
| 6M | -2.0% | +81.5% | -83.5% | -12.7% |
| YTD | -6.5% | +16.8% | -23.4% | -11.4% |
| 1Y | -11.1% | -3.5% | -7.6% | -13.1% |
| 3Y | -30.3% | +17.7% | -48.0% | -38.7% |
| 5Y | -33.5% | -51.7% | +18.2% | -32.7% |
| All | -22.9% | +25.9% | -48.8% | -52.7% |
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 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