+34.9%
MAS vs ESTC
-2.5%
+37.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.2% | -1.9% |
| 7D | +2.0% | -11.5% | +13.5% | +1.8% |
| 30D | +19.4% | -7.5% | +26.9% | +19.1% |
| 3M | +9.4% | +23.1% | -13.6% | +9.8% |
| 6M | +15.3% | +75.3% | -60.0% | +16.5% |
| YTD | +31.3% | +14.1% | +17.2% | +32.6% |
| 1Y | +34.9% | -0.6% | +35.4% | +34.0% |
| All | +34.9% | -2.5% | +37.3% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling