+48.3%
MSTR vs ESTC
-52.1%
+100.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -1.8% |
| 7D | -10.7% | -3.6% | -7.2% | -9.0% |
| 30D | -21.6% | -11.2% | -10.4% | -16.5% |
| 3M | +24.4% | +14.3% | +10.1% | +12.9% |
| 6M | -35.5% | +67.0% | -102.4% | -53.0% |
| YTD | -20.3% | +15.7% | -36.0% | -30.6% |
| 1Y | -49.3% | -6.3% | -43.1% | -50.7% |
| 3Y | +137.8% | +14.5% | +123.3% | +66.7% |
| 5Y | +48.3% | -49.9% | +98.2% | +35.9% |
| All | +48.3% | -52.1% | +100.4% | +35.9% |
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 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