-99.2%
MSTZ vs ESTC
+16.0%
-115.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.3% | +11.0% | +4.5% |
| 7D | +21.1% | -3.6% | +24.7% | +18.1% |
| 30D | +40.1% | -11.2% | +51.3% | +30.5% |
| 3M | -66.1% | +14.3% | -80.4% | -58.1% |
| 6M | -20.7% | +67.0% | -87.7% | +50.0% |
| YTD | -78.6% | +15.7% | -94.3% | -69.0% |
| 1Y | -55.5% | -6.3% | -49.2% | -47.3% |
| All | -99.2% | +16.0% | -115.2% | -98.2% |
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