+70.1%
MA vs ESTC
+19.0%
+51.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | +1.8% | -3.6% | +5.4% | +2.0% |
| 30D | +11.8% | -11.2% | +23.0% | +12.6% |
| 3M | +17.2% | +14.3% | +2.8% | +15.4% |
| 6M | +33.4% | +67.0% | -33.6% | +27.0% |
| YTD | +16.1% | +15.7% | +0.5% | +13.1% |
| 1Y | +19.9% | -6.3% | +26.2% | +18.5% |
| 3Y | +70.1% | +14.5% | +55.6% | +66.2% |
| All | +70.1% | +19.0% | +51.0% | +66.2% |
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