-18.2%
MTCH vs ESTC
+19.3%
-37.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.1% |
| 7D | -1.4% | -13.2% | +11.7% | +2.9% |
| 30D | +13.6% | +9.3% | +4.3% | +9.0% |
| 3M | +22.4% | +37.3% | -15.0% | +8.8% |
| 6M | +37.2% | +61.0% | -23.8% | +14.6% |
| YTD | +31.8% | +10.7% | +21.1% | +23.0% |
| 1Y | +12.9% | -7.2% | +20.1% | +10.1% |
| 3Y | -1.1% | +7.2% | -8.3% | -18.6% |
| 5Y | -73.5% | -47.7% | -25.8% | -74.6% |
| All | -18.2% | +19.3% | -37.5% | -47.3% |
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