-65.1%
MSTZ vs ESTC
+1.6%
-66.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -10.2% |
| 7D | +0.7% | -15.9% | +16.6% | -11.0% |
| 30D | +16.6% | -5.5% | +22.1% | +14.7% |
| 3M | -74.7% | +26.2% | -100.9% | -67.6% |
| 6M | -43.9% | +77.0% | -120.9% | -2.5% |
| YTD | -84.0% | +18.9% | -102.9% | -76.4% |
| 1Y | -65.1% | +1.3% | -66.4% | -52.9% |
| All | -65.1% | +1.6% | -66.6% | -52.9% |
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