+43.3%
MA vs ESTC
+25.2%
+18.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.8% |
| 7D | -2.7% | -8.1% | +5.4% | -2.1% |
| 30D | +1.5% | +31.7% | -30.2% | -0.9% |
| 3M | +20.4% | +41.1% | -20.6% | +16.8% |
| 6M | +11.1% | +77.1% | -65.9% | +5.6% |
| YTD | +2.0% | +21.7% | -19.7% | -0.8% |
| 1Y | -2.2% | +8.4% | -10.5% | -4.3% |
| All | +43.3% | +25.2% | +18.1% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling