+167.0%
MAS vs ESTC
+20.3%
+146.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.1% | +2.7% | -2.5% |
| 7D | +4.6% | -18.5% | +23.0% | +7.8% |
| 30D | +19.9% | -11.0% | +30.9% | +21.7% |
| 3M | +8.9% | +20.8% | -11.9% | +4.6% |
| 6M | +20.2% | +67.9% | -47.7% | +8.6% |
| YTD | +33.9% | +11.6% | +22.3% | +28.3% |
| 1Y | +34.7% | -3.3% | +37.9% | +31.7% |
| 3Y | +60.4% | +16.4% | +44.0% | +43.1% |
| 5Y | +43.5% | -49.9% | +93.3% | +39.7% |
| All | +167.0% | +20.3% | +146.7% | +86.9% |
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