+318.5%
ESI vs MTB
+115.1%
+203.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +5.5% | +1.5% | +4.0% | +4.7% |
| 30D | -7.8% | +2.3% | -10.1% | -9.0% |
| 3M | -15.0% | -12.1% | -2.9% | -9.2% |
| 6M | -24.9% | +9.8% | -34.7% | -29.1% |
| YTD | +33.2% | +12.0% | +21.2% | +24.0% |
| 1Y | +24.9% | +22.0% | +2.9% | +11.2% |
| 3Y | +77.8% | +107.6% | -29.9% | +18.3% |
| 5Y | +37.1% | +61.9% | -24.7% | +0.8% |
| All | +318.5% | +115.1% | +203.4% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling