+431.2%
MS vs ESTC
+28.1%
+403.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +2.6% | -15.9% | +18.5% | +5.8% |
| 30D | +2.6% | -5.5% | +8.1% | +3.5% |
| 3M | -10.1% | +26.2% | -36.3% | -14.7% |
| 6M | +4.4% | +77.0% | -72.7% | -7.7% |
| YTD | +11.7% | +18.9% | -7.1% | +5.6% |
| 1Y | +20.9% | +1.3% | +19.6% | +17.4% |
| 3Y | +177.1% | +24.0% | +153.2% | +144.5% |
| 5Y | +127.7% | -47.7% | +175.4% | +123.9% |
| All | +431.2% | +28.1% | +403.1% | +246.8% |
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 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