+220.4%
MA vs ESTC
+23.0%
+197.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | +2.3% | -11.5% | +13.8% | +4.4% |
| 30D | +14.7% | -7.5% | +22.2% | +15.9% |
| 3M | +13.5% | +23.1% | -9.6% | +8.0% |
| 6M | +33.1% | +75.3% | -42.2% | +17.8% |
| YTD | +15.1% | +14.1% | +1.0% | +9.2% |
| 1Y | +18.7% | -0.6% | +19.3% | +15.1% |
| 3Y | +72.1% | +20.8% | +51.3% | +48.5% |
| 5Y | +92.8% | -48.8% | +141.6% | +90.5% |
| All | +220.4% | +23.0% | +197.4% | +100.2% |
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 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