-9.8%
MOS vs ESTC
+31.2%
-41.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.1% |
| 7D | +9.5% | -8.1% | +17.6% | +10.8% |
| 30D | +10.4% | +31.7% | -21.3% | +4.9% |
| 3M | +12.9% | +41.1% | -28.2% | +5.7% |
| 6M | +1.2% | +77.1% | -75.8% | -9.3% |
| YTD | +9.3% | +21.7% | -12.4% | +3.5% |
| 1Y | -18.0% | +8.4% | -26.4% | -21.3% |
| 3Y | -29.0% | +23.6% | -52.6% | -38.1% |
| 5Y | -9.6% | -46.5% | +36.9% | -10.4% |
| All | -9.8% | +31.2% | -41.0% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling