+297.3%
ESI vs MTB
+173.8%
+123.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -10.5% | -4.8% | -5.7% | -8.2% |
| 3M | -19.8% | +6.0% | -25.8% | -22.7% |
| 6M | +5.8% | +19.6% | -13.8% | -4.4% |
| YTD | +38.3% | +21.5% | +16.8% | +23.5% |
| 1Y | +31.5% | +24.7% | +6.8% | +15.8% |
| 3Y | +80.7% | +108.6% | -27.9% | +19.7% |
| 5Y | +69.4% | +106.7% | -37.3% | +9.0% |
| All | +297.3% | +173.8% | +123.5% | +97.2% |
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