+224.6%
ESI vs MTB
+200.5%
+24.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +3.3% | +1.7% | +1.6% | +2.3% |
| 30D | -5.9% | -4.2% | -1.7% | -3.6% |
| 3M | -14.1% | +8.9% | -23.0% | -18.6% |
| 6M | +6.6% | +10.9% | -4.3% | -0.1% |
| YTD | +45.0% | +21.5% | +23.5% | +28.5% |
| 1Y | +41.5% | +21.9% | +19.5% | +25.0% |
| 3Y | +78.8% | +109.2% | -30.5% | +14.0% |
| 5Y | +70.9% | +102.0% | -31.1% | +6.7% |
| 10Y | +317.1% | +171.9% | +145.2% | +82.3% |
| All | +224.6% | +200.5% | +24.2% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling