-19.4%
AS vs MTB
+23.8%
-43.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -4.9% | +1.7% | -6.6% | -5.8% |
| 30D | -19.6% | -4.2% | -15.4% | -17.8% |
| 3M | -14.4% | +8.9% | -23.2% | -19.0% |
| 6M | -20.1% | +10.9% | -31.0% | -26.0% |
| YTD | -20.9% | +21.5% | -42.4% | -28.8% |
| All | -19.4% | +23.8% | -43.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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