+24.9%
ESI vs MTB
+27.0%
-2.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.1% |
| 7D | -6.6% | +2.0% | -8.6% | -7.3% |
| 30D | -10.9% | +2.9% | -13.8% | -12.0% |
| 3M | -13.8% | -10.7% | -3.2% | -9.2% |
| 6M | -21.5% | +6.3% | -27.9% | -25.7% |
| YTD | +34.7% | +13.8% | +20.9% | +12.6% |
| 1Y | +24.9% | +27.7% | -2.8% | -9.6% |
| All | +24.9% | +27.0% | -2.1% | -9.6% |
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