-93.3%
MSTU vs ESTC
-4.1%
-89.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.7% | -4.9% | -6.1% |
| 7D | +16.1% | -4.3% | +20.4% | +21.0% |
| 30D | +68.7% | +17.7% | +50.9% | +43.7% |
| 3M | -11.0% | +42.3% | -53.3% | -35.0% |
| 6M | -33.4% | +64.6% | -97.9% | -57.5% |
| YTD | -59.5% | +17.2% | -76.7% | -66.1% |
| All | -93.3% | -4.1% | -89.2% | -91.9% |
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 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