+44.0%
ESI vs MTB
+65.0%
-21.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +1.8% | -2.0% | +3.8% | +3.0% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | -9.4% | -12.1% | +2.8% | -3.1% |
| 6M | -24.1% | +7.3% | -31.4% | -27.6% |
| YTD | +37.1% | +11.5% | +25.6% | +27.6% |
| 1Y | +24.5% | +21.3% | +3.3% | +10.8% |
| 3Y | +83.2% | +104.1% | -21.0% | +24.0% |
| 5Y | +44.0% | +61.8% | -17.9% | +8.5% |
| All | +44.0% | +65.0% | -21.0% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling