+211.9%
MNST vs ESTC
+31.2%
+180.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | -6.5% | -8.1% | +1.6% | -5.7% |
| 30D | -7.2% | +31.7% | -38.9% | -10.4% |
| 3M | -1.0% | +41.1% | -42.1% | -5.3% |
| 6M | +11.5% | +77.1% | -65.6% | +3.3% |
| YTD | +14.3% | +21.7% | -7.4% | +10.3% |
| 1Y | +38.1% | +8.4% | +29.7% | +34.6% |
| 3Y | +55.0% | +23.6% | +31.4% | +41.0% |
| 5Y | +79.6% | -46.5% | +126.1% | +77.9% |
| All | +211.9% | +31.2% | +180.8% | +130.3% |
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