-23.9%
MOS vs ESTC
+28.1%
-52.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.9% | +18.2% | +17.5% |
| 7D | +17.9% | -15.9% | +33.8% | +20.9% |
| 30D | +1.6% | -5.5% | +7.1% | +2.1% |
| 3M | -4.0% | +26.2% | -30.2% | -8.6% |
| 6M | -4.1% | +77.0% | -81.1% | -14.2% |
| YTD | -7.8% | +18.9% | -26.7% | -12.7% |
| 1Y | -15.6% | +1.3% | -16.9% | -18.1% |
| 3Y | -28.9% | +24.0% | -52.8% | -38.1% |
| 5Y | -36.8% | -47.7% | +10.9% | -37.3% |
| All | -23.9% | +28.1% | -52.0% | -53.4% |
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