-87.2%
MSTU vs ESTC
+1.6%
-88.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.9% | +11.2% | +11.0% |
| 7D | -4.8% | -15.9% | +11.0% | +8.5% |
| 30D | -29.6% | -5.5% | -24.0% | -25.5% |
| 3M | +69.4% | +26.2% | +43.2% | +40.0% |
| 6M | -62.2% | +77.0% | -139.3% | -76.3% |
| YTD | -61.1% | +18.9% | -79.9% | -67.5% |
| 1Y | -87.2% | +1.3% | -88.5% | -88.0% |
| All | -87.2% | +1.6% | -88.7% | -88.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling