-45.5%
MUZ vs ESTC
+47.9%
-93.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +4.9% | -17.6% | -12.3% |
| 7D | +14.0% | -1.2% | +15.2% | +14.8% |
| 30D | +57.6% | -8.1% | +65.7% | +57.7% |
| 3M | -3.1% | +20.2% | -23.2% | -26.4% |
| All | -45.5% | +47.9% | -93.5% | -72.3% |
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 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 · Available span rolling