-24.5%
MOS vs ESTC
+15.4%
-39.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +3.5% |
| 7D | +22.5% | -18.5% | +41.0% | +23.2% |
| 30D | +6.6% | -11.0% | +17.6% | +6.9% |
| 3M | -3.8% | +20.8% | -24.6% | -5.1% |
| 6M | -2.2% | +67.9% | -70.1% | -5.5% |
| YTD | -4.8% | +11.6% | -16.4% | -5.9% |
| 1Y | -11.7% | -3.3% | -8.4% | -11.9% |
| All | -24.5% | +15.4% | -39.9% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling