+83.0%
ESI vs MTB
+105.4%
-22.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +1.8% | -2.0% | +3.8% | +3.1% |
| 30D | -6.6% | +0.1% | -6.7% | -6.8% |
| 3M | -9.4% | -12.1% | +2.8% | -2.6% |
| 6M | -24.1% | +7.3% | -31.4% | -28.1% |
| YTD | +37.1% | +11.5% | +25.6% | +26.0% |
| 1Y | +24.5% | +21.3% | +3.3% | +8.7% |
| All | +83.0% | +105.4% | -22.4% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling