+225.5%
MNST vs ESTC
+23.0%
+202.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.7% |
| 7D | -3.4% | -11.5% | +8.1% | -2.2% |
| 30D | +6.6% | -7.5% | +14.2% | +7.3% |
| 3M | -2.9% | +23.1% | -25.9% | -5.8% |
| 6M | +18.4% | +75.3% | -56.8% | +9.9% |
| YTD | +19.3% | +14.1% | +5.2% | +15.6% |
| 1Y | +37.9% | -0.6% | +38.5% | +35.6% |
| 3Y | +62.9% | +20.8% | +42.1% | +48.2% |
| 5Y | +99.6% | -48.8% | +148.3% | +98.2% |
| All | +225.5% | +23.0% | +202.5% | +141.4% |
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