-99.1%
MSTZ vs ESTC
+17.2%
-116.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +4.0% |
| 7D | +30.8% | +2.4% | +28.4% | +33.5% |
| 30D | +41.2% | -4.2% | +45.4% | +40.2% |
| 3M | -60.9% | +2.5% | -63.4% | -56.9% |
| 6M | -15.7% | +81.5% | -97.2% | +73.7% |
| YTD | -75.2% | +16.8% | -92.1% | -63.9% |
| 1Y | -59.8% | -3.5% | -56.3% | -51.0% |
| All | -99.1% | +17.2% | -116.3% | -97.9% |
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 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