+73.5%
MSFT vs ESTC
-46.4%
+119.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.1% |
| 7D | -2.7% | -8.1% | +5.4% | -1.0% |
| 30D | +2.7% | +31.7% | -29.0% | -4.0% |
| 3M | +17.0% | +41.1% | -24.1% | +7.5% |
| 6M | +23.8% | +77.1% | -53.2% | +8.0% |
| YTD | +4.0% | +21.7% | -17.7% | -2.4% |
| 1Y | -0.8% | +8.4% | -9.2% | -5.5% |
| 3Y | +55.6% | +23.6% | +32.0% | +33.7% |
| All | +73.5% | -46.4% | +119.8% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling