+221.9%
MA vs ESTC
+20.3%
+201.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.1% | +3.6% | -1.4% |
| 7D | +3.2% | -18.5% | +21.7% | +6.8% |
| 30D | +15.9% | -11.0% | +26.9% | +18.0% |
| 3M | +15.2% | +20.8% | -5.6% | +9.9% |
| 6M | +32.4% | +67.9% | -35.5% | +18.1% |
| YTD | +15.6% | +11.6% | +4.0% | +10.2% |
| 1Y | +19.3% | -3.3% | +22.6% | +16.2% |
| 3Y | +73.0% | +16.4% | +56.6% | +50.3% |
| 5Y | +93.7% | -49.9% | +143.6% | +92.2% |
| All | +221.9% | +20.3% | +201.6% | +102.0% |
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