+31.5%
ESI vs MTB
+24.6%
+6.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.4% |
| 3M | -19.8% | +6.0% | -25.8% | -22.9% |
| 6M | +5.8% | +19.6% | -13.8% | -6.2% |
| YTD | +38.3% | +21.5% | +16.8% | +17.7% |
| 1Y | +31.5% | +24.7% | +6.8% | +4.0% |
| All | +31.5% | +24.6% | +6.9% | +4.0% |
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