+418.1%
MS vs ESTC
+27.2%
+390.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +3.7% | +5.8% | -2.1% | +2.6% |
| 30D | +2.0% | -5.6% | +7.5% | +2.9% |
| 3M | -12.6% | +15.4% | -28.0% | -15.6% |
| 6M | -0.3% | +77.8% | -78.1% | -11.8% |
| YTD | +9.0% | +18.1% | -9.1% | +3.1% |
| 1Y | +13.9% | -3.7% | +17.5% | +11.6% |
| 3Y | +173.6% | +16.9% | +156.7% | +144.5% |
| 5Y | +122.0% | -51.2% | +173.2% | +122.1% |
| All | +418.1% | +27.2% | +390.8% | +238.6% |
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