-2.1%
MSI vs ESTC
+0.7%
-2.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -1.1% |
| 7D | -5.8% | -4.3% | -1.5% | -5.7% |
| 30D | -1.0% | +17.7% | -18.7% | -0.8% |
| 3M | +14.2% | +42.3% | -28.1% | +14.3% |
| 6M | +1.0% | +64.6% | -63.5% | +1.5% |
| YTD | +21.5% | +17.2% | +4.3% | +21.2% |
| 1Y | -2.1% | -4.2% | +2.1% | -4.2% |
| All | -2.1% | +0.7% | -2.8% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling