-32.8%
MOS vs ESTC
-48.9%
+16.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | +21.6% | -11.5% | +33.1% | +22.7% |
| 30D | +12.0% | -7.5% | +19.5% | +12.4% |
| 3M | -3.9% | +23.1% | -26.9% | -6.4% |
| 6M | -3.3% | +75.3% | -78.6% | -9.4% |
| YTD | -4.6% | +14.1% | -18.8% | -7.2% |
| 1Y | -7.0% | -0.6% | -6.4% | -8.3% |
| 3Y | -24.4% | +20.8% | -45.2% | -30.3% |
| All | -32.8% | -48.9% | +16.1% | -37.5% |
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