+198.2%
ESI vs MTB
+177.0%
+21.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +5.5% | +1.5% | +4.0% | +4.6% |
| 30D | -7.8% | +2.3% | -10.1% | -9.1% |
| 3M | -15.0% | -12.1% | -2.9% | -8.8% |
| 6M | -24.9% | +9.8% | -34.7% | -29.4% |
| YTD | +33.2% | +12.0% | +21.2% | +23.3% |
| 1Y | +24.9% | +22.0% | +2.9% | +10.2% |
| 3Y | +77.8% | +107.6% | -29.9% | +14.1% |
| 5Y | +37.1% | +61.9% | -24.7% | -2.3% |
| 10Y | +320.5% | +116.3% | +204.2% | +119.5% |
| All | +198.2% | +177.0% | +21.2% | +36.5% |
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 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