+750.8%
MSTR vs ESTC
+25.9%
+724.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -13.4% | +2.4% | -15.8% | -14.5% |
| 30D | -22.1% | -4.2% | -17.8% | -20.5% |
| 3M | +15.0% | +2.5% | +12.5% | +11.6% |
| 6M | -37.3% | +81.5% | -118.8% | -54.2% |
| YTD | -26.5% | +16.8% | -43.4% | -35.0% |
| 1Y | -46.5% | -3.5% | -43.0% | -48.5% |
| 3Y | +121.1% | +17.7% | +103.4% | +68.5% |
| 5Y | +37.5% | -51.7% | +89.3% | +42.4% |
| All | +750.8% | +25.9% | +724.8% | +527.9% |
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