+179.8%
MA vs ESTC
+26.3%
+153.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.8% |
| 7D | -1.8% | -4.3% | +2.5% | -1.1% |
| 30D | +1.4% | +17.7% | -16.3% | -2.2% |
| 3M | +17.7% | +42.3% | -24.5% | +9.3% |
| 6M | +9.7% | +64.6% | -54.9% | -1.6% |
| YTD | +0.5% | +17.2% | -16.7% | -4.6% |
| 1Y | -2.1% | -4.2% | +2.1% | -4.1% |
| 3Y | +40.1% | +13.5% | +26.6% | +23.0% |
| 5Y | +67.5% | -45.5% | +113.0% | +63.5% |
| All | +179.8% | +26.3% | +153.5% | +74.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling