+161.8%
MS vs ESTC
+15.4%
+146.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.1% | +0.2% | -5.1% |
| 7D | -3.4% | -18.5% | +15.1% | -0.6% |
| 30D | -3.9% | -11.0% | +7.1% | -2.4% |
| 3M | -15.9% | +20.8% | -36.7% | -18.8% |
| 6M | -2.5% | +67.9% | -70.4% | -10.9% |
| YTD | +5.1% | +11.6% | -6.5% | +1.6% |
| 1Y | +13.0% | -3.3% | +16.2% | +11.2% |
| All | +161.8% | +15.4% | +146.4% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling