+49.9%
MSTR vs ESTC
-48.9%
+98.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.5% |
| 7D | -1.2% | -11.5% | +10.3% | +5.3% |
| 30D | -15.9% | -7.5% | -8.4% | -12.3% |
| 3M | +33.1% | +23.1% | +10.1% | +16.2% |
| 6M | -31.0% | +75.3% | -106.3% | -51.1% |
| YTD | -15.1% | +14.1% | -29.3% | -25.4% |
| 1Y | -45.6% | -0.6% | -45.1% | -48.8% |
| 3Y | +180.5% | +20.8% | +159.7% | +88.8% |
| All | +49.9% | -48.9% | +98.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling