+832.5%
MSTR vs ESTC
+24.7%
+807.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -14.2% | -2.6% | -11.5% | -13.1% |
| 30D | -19.9% | -8.6% | -11.3% | -16.4% |
| 3M | +27.3% | +14.4% | +13.0% | +17.2% |
| 6M | -37.6% | +73.3% | -110.9% | -53.3% |
| YTD | -19.5% | +15.7% | -35.2% | -28.4% |
| 1Y | -47.1% | -7.6% | -39.5% | -48.0% |
| 3Y | +140.3% | +14.6% | +125.7% | +85.8% |
| 5Y | +49.5% | -50.0% | +99.5% | +53.2% |
| All | +832.5% | +24.7% | +807.8% | +591.8% |
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 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