-87.5%
MSTU vs ESTC
+15.1%
-102.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.4% | -3.6% |
| 7D | +12.9% | -3.3% | +16.3% | +18.3% |
| 30D | +68.3% | +13.4% | +54.9% | +40.8% |
| 3M | +0.4% | +41.3% | -41.0% | -32.8% |
| 6M | -41.5% | +62.6% | -104.1% | -67.1% |
| YTD | -61.7% | +14.8% | -76.5% | -68.7% |
| 1Y | -93.7% | -5.1% | -88.6% | -93.6% |
| All | -87.5% | +15.1% | -102.6% | -89.6% |
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