+84.2%
MNST vs ESTC
-46.4%
+130.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.3% |
| 7D | -6.5% | -8.1% | +1.6% | -5.9% |
| 30D | -7.2% | +31.7% | -38.9% | -9.3% |
| 3M | -1.0% | +41.1% | -42.1% | -3.8% |
| 6M | +11.5% | +77.1% | -65.6% | +6.1% |
| YTD | +14.3% | +21.7% | -7.4% | +11.9% |
| 1Y | +38.1% | +8.4% | +29.7% | +36.1% |
| 3Y | +55.0% | +23.6% | +31.4% | +45.2% |
| All | +84.2% | -46.4% | +130.5% | +74.9% |
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