+176.5%
MAS vs ESTC
+28.1%
+148.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.8% |
| 7D | +14.2% | -15.9% | +30.0% | +17.1% |
| 30D | +26.8% | -5.5% | +32.3% | +27.6% |
| 3M | +13.1% | +26.2% | -13.1% | +8.0% |
| 6M | +27.9% | +77.0% | -49.1% | +14.7% |
| YTD | +38.7% | +18.9% | +19.8% | +31.6% |
| 1Y | +40.4% | +1.3% | +39.1% | +36.3% |
| 3Y | +66.1% | +24.0% | +42.1% | +46.7% |
| 5Y | +47.4% | -47.7% | +95.1% | +42.7% |
| All | +176.5% | +28.1% | +148.4% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling