+308.9%
MSTR vs ESTC
+25.2%
+283.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.1% |
| 7D | +12.2% | -8.1% | +20.3% | +15.4% |
| 30D | +45.2% | +31.7% | +13.5% | +30.7% |
| 3M | +10.4% | +41.1% | -30.7% | -3.0% |
| 6M | -2.5% | +77.1% | -79.6% | -21.5% |
| YTD | -6.0% | +21.7% | -27.7% | -14.7% |
| 1Y | -56.4% | +8.4% | -64.8% | -59.1% |
| All | +308.9% | +25.2% | +283.7% | +270.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling