+35.3%
MAS vs ESTC
-46.4%
+81.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.4% |
| 7D | -0.8% | -8.1% | +7.4% | +0.4% |
| 30D | -5.6% | +31.7% | -37.2% | -9.6% |
| 3M | +4.4% | +41.1% | -36.6% | -1.3% |
| 6M | +7.2% | +77.1% | -69.9% | -2.8% |
| YTD | +16.1% | +21.7% | -5.6% | +11.1% |
| 1Y | +0.1% | +8.4% | -8.3% | -3.1% |
| 3Y | +28.3% | +23.6% | +4.7% | +14.4% |
| All | +35.3% | -46.4% | +81.7% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling