-55.5%
MSTZ vs ESTC
-3.0%
-52.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.3% | +11.0% | +5.1% |
| 7D | +21.1% | -3.6% | +24.7% | +18.6% |
| 30D | +40.1% | -11.2% | +51.3% | +32.4% |
| 3M | -66.1% | +14.3% | -80.4% | -59.7% |
| 6M | -20.7% | +67.0% | -87.7% | +33.5% |
| YTD | -78.6% | +15.7% | -94.3% | -68.8% |
| 1Y | -55.5% | -6.3% | -49.2% | -43.2% |
| All | -55.5% | -3.0% | -52.4% | -43.2% |
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 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