-90.3%
MSTU vs ESTC
+20.0%
-110.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.9% | -9.9% | -9.6% |
| 7D | -9.3% | -1.2% | -8.1% | -8.1% |
| 30D | -38.3% | -8.1% | -30.2% | -32.2% |
| 3M | +24.0% | +20.2% | +3.9% | +0.1% |
| 6M | -72.1% | +72.7% | -144.8% | -84.7% |
| YTD | -70.2% | +19.6% | -89.9% | -76.1% |
| 1Y | -89.6% | +0.3% | -89.9% | -89.9% |
| All | -90.3% | +20.0% | -110.3% | -92.1% |
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