+313.1%
MSI vs ESTC
+31.2%
+281.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.3% |
| 7D | -3.7% | -8.1% | +4.4% | -2.8% |
| 30D | +6.8% | +31.7% | -24.9% | +2.8% |
| 3M | +14.3% | +41.1% | -26.8% | +8.8% |
| 6M | -1.6% | +77.1% | -78.6% | -9.4% |
| YTD | +22.8% | +21.7% | +1.1% | +17.9% |
| 1Y | -1.1% | +8.4% | -9.5% | -4.0% |
| 3Y | +70.5% | +23.6% | +46.9% | +54.4% |
| 5Y | +102.8% | -46.5% | +149.3% | +98.6% |
| All | +313.1% | +31.2% | +281.9% | +198.3% |
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