+191.0%
MAR vs ESTC
+23.7%
+167.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -0.5% | -3.3% | +2.9% | +0.1% |
| 30D | -4.7% | +13.4% | -18.1% | -7.6% |
| 3M | -15.6% | +41.3% | -56.9% | -22.0% |
| 6M | +1.2% | +62.6% | -61.4% | -9.8% |
| YTD | +7.5% | +14.8% | -7.3% | +2.0% |
| 1Y | +26.6% | -5.1% | +31.7% | +23.9% |
| 3Y | +66.0% | +11.2% | +54.8% | +47.3% |
| 5Y | +154.1% | -47.0% | +201.1% | +147.4% |
| All | +191.0% | +23.7% | +167.3% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling