+222.8%
MNST vs ESTC
+24.6%
+198.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.3% |
| 7D | -3.9% | -3.6% | -0.3% | -3.6% |
| 30D | +3.9% | -11.2% | +15.1% | +5.0% |
| 3M | -0.8% | +14.3% | -15.1% | -2.9% |
| 6M | +5.1% | +67.0% | -61.9% | -1.9% |
| YTD | +18.3% | +15.7% | +2.6% | +14.4% |
| 1Y | +29.5% | -6.3% | +35.7% | +28.2% |
| 3Y | +64.0% | +14.5% | +49.5% | +50.7% |
| 5Y | +97.2% | -49.9% | +147.1% | +97.0% |
| All | +222.8% | +24.6% | +198.1% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling