+191.2%
MKSI vs ESTC
+7.0%
+184.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.6% |
| 7D | +4.9% | -13.2% | +18.0% | +7.6% |
| 30D | -11.0% | +9.3% | -20.3% | -13.7% |
| 3M | -17.1% | +37.3% | -54.4% | -24.1% |
| 6M | +16.4% | +61.0% | -44.6% | +1.2% |
| YTD | +64.3% | +10.7% | +53.6% | +56.8% |
| 1Y | +137.7% | -7.2% | +144.9% | +137.4% |
| All | +191.2% | +7.0% | +184.2% | +176.6% |
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