+857.2%
MSTR vs ESTC
+28.9%
+828.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.4% | -4.8% |
| 7D | -4.0% | -1.2% | -2.8% | -3.5% |
| 30D | -18.6% | -8.1% | -10.5% | -15.3% |
| 3M | +25.6% | +20.2% | +5.4% | +12.9% |
| 6M | -33.1% | +72.7% | -105.8% | -49.9% |
| YTD | -17.3% | +19.6% | -37.0% | -27.7% |
| 1Y | -48.1% | +0.3% | -48.4% | -50.9% |
| 3Y | +154.2% | +22.8% | +131.4% | +89.9% |
| 5Y | +46.2% | -50.9% | +97.1% | +50.0% |
| All | +857.2% | +28.9% | +828.3% | +599.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling