+424.6%
ETSY vs MTB
+173.8%
+250.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -8.6% | -4.8% | -3.8% | -7.4% |
| 3M | +4.8% | +6.0% | -1.2% | +3.1% |
| 6M | +38.1% | +19.6% | +18.5% | +31.4% |
| YTD | +31.2% | +21.5% | +9.8% | +24.3% |
| 1Y | +22.1% | +24.7% | -2.6% | +14.8% |
| 3Y | +12.2% | +108.6% | -96.3% | -7.8% |
| 5Y | -66.5% | +106.7% | -173.2% | -71.9% |
| All | +424.6% | +173.8% | +250.8% | +264.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling