+422.0%
MS vs ESTC
+24.7%
+397.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -1.7% | -2.6% | +0.9% | -1.2% |
| 30D | +0.9% | -8.6% | +9.5% | +2.4% |
| 3M | -10.8% | +14.4% | -25.2% | -13.8% |
| 6M | +0.9% | +73.3% | -72.4% | -10.4% |
| YTD | +9.8% | +15.7% | -5.9% | +4.3% |
| 1Y | +17.1% | -7.6% | +24.7% | +15.6% |
| 3Y | +175.7% | +14.6% | +161.1% | +147.2% |
| 5Y | +125.9% | -50.0% | +175.9% | +124.4% |
| All | +422.0% | +24.7% | +397.3% | +242.4% |
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 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