+84.3%
MKSI vs ESTC
-47.6%
+131.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -9.2% | +11.9% | +5.4% |
| 30D | -12.8% | +8.1% | -20.9% | -16.3% |
| 3M | -22.5% | +38.5% | -61.0% | -31.7% |
| 6M | +19.4% | +57.8% | -38.4% | -0.7% |
| YTD | +67.7% | +10.5% | +57.2% | +54.4% |
| 1Y | +131.4% | -6.4% | +137.8% | +123.1% |
| 3Y | +197.3% | +4.7% | +192.7% | +155.4% |
| All | +84.3% | -47.6% | +131.9% | +66.9% |
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