-32.2%
MOS vs ESTC
-51.6%
+19.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +3.8% |
| 7D | +22.5% | -18.5% | +41.0% | +24.4% |
| 30D | +6.6% | -11.0% | +17.6% | +7.4% |
| 3M | -3.8% | +20.8% | -24.6% | -6.2% |
| 6M | -2.2% | +67.9% | -70.1% | -8.0% |
| YTD | -4.8% | +11.6% | -16.4% | -7.1% |
| 1Y | -11.7% | -3.3% | -8.4% | -12.7% |
| 3Y | -26.5% | +16.4% | -42.9% | -31.9% |
| 5Y | -32.2% | -49.9% | +17.7% | -38.0% |
| All | -32.2% | -51.6% | +19.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling