-99.2%
MSTZ vs ESTC
+22.0%
-121.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | -1.4% |
| 7D | -29.7% | -8.1% | -21.6% | -32.1% |
| 30D | -65.3% | +31.7% | -97.0% | -53.0% |
| 3M | -57.3% | +41.1% | -98.4% | -35.5% |
| 6M | -61.6% | +77.1% | -138.7% | -24.9% |
| YTD | -78.3% | +21.7% | -100.0% | -68.6% |
| 1Y | -30.2% | +8.4% | -38.6% | -6.2% |
| All | -99.2% | +22.0% | -121.3% | -98.1% |
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