-90.1%
MSTU vs ESTC
-6.1%
-83.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.0% | -14.9% | -14.4% |
| 7D | -23.0% | +5.8% | -28.8% | -26.6% |
| 30D | -47.7% | -5.6% | -42.1% | -44.5% |
| 3M | +12.5% | +15.4% | -2.9% | +0.2% |
| 6M | -76.1% | +77.8% | -153.9% | -85.0% |
| YTD | -75.5% | +18.1% | -93.5% | -79.3% |
| 1Y | -90.1% | -3.7% | -86.4% | -90.5% |
| All | -90.1% | -6.1% | -83.9% | -90.5% |
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