+33.8%
MAS vs ESTC
+25.2%
+8.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.2% |
| 7D | -0.8% | -8.1% | +7.4% | -0.1% |
| 30D | -5.6% | +31.7% | -37.2% | -7.9% |
| 3M | +4.4% | +41.1% | -36.6% | +1.1% |
| 6M | +7.2% | +77.1% | -69.9% | +1.2% |
| YTD | +16.1% | +21.7% | -5.6% | +13.6% |
| 1Y | +0.1% | +8.4% | -8.3% | -1.2% |
| All | +33.8% | +25.2% | +8.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling