+96.8%
MNST vs ESTC
-51.0%
+147.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -6.9% | -2.6% | -4.2% | -6.7% |
| 30D | +3.7% | -8.6% | +12.3% | +4.3% |
| 3M | -0.3% | +14.4% | -14.6% | -1.7% |
| 6M | +5.1% | +73.3% | -68.2% | +0.1% |
| YTD | +18.4% | +15.7% | +2.7% | +16.1% |
| 1Y | +26.3% | -7.6% | +33.8% | +26.0% |
| 3Y | +64.3% | +14.6% | +49.7% | +54.9% |
| 5Y | +96.8% | -50.0% | +146.9% | +86.0% |
| All | +96.8% | -51.0% | +147.8% | +86.0% |
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 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