+268.8%
MKSI vs ESTC
+23.7%
+245.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.6% |
| 7D | +6.6% | -3.3% | +10.0% | +7.5% |
| 30D | -8.2% | +13.4% | -21.7% | -13.8% |
| 3M | -16.4% | +41.3% | -57.7% | -28.0% |
| 6M | +23.0% | +62.6% | -39.6% | -1.1% |
| YTD | +68.2% | +14.8% | +53.4% | +50.5% |
| 1Y | +148.6% | -5.1% | +153.6% | +135.5% |
| 3Y | +196.0% | +11.2% | +184.8% | +142.5% |
| 5Y | +87.4% | -47.0% | +134.3% | +84.3% |
| All | +268.8% | +23.7% | +245.2% | +119.8% |
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 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