-19.1%
MOS vs ESTC
+24.6%
-43.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.5% |
| 7D | +24.8% | -3.6% | +28.4% | +25.3% |
| 30D | +22.7% | -11.2% | +33.9% | +24.4% |
| 3M | -1.2% | +14.3% | -15.5% | -4.5% |
| 6M | +5.5% | +67.0% | -61.4% | -4.7% |
| YTD | -2.0% | +15.7% | -17.6% | -6.9% |
| 1Y | -7.9% | -6.3% | -1.7% | -9.6% |
| 3Y | -25.0% | +14.5% | -39.5% | -33.7% |
| 5Y | -27.7% | -49.9% | +22.1% | -27.7% |
| All | -19.1% | +24.6% | -43.7% | -50.3% |
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