+142.7%
ETSY vs MTB
+165.6%
-22.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | -10.9% | +2.8% | -13.7% | -11.6% |
| 30D | -14.9% | -4.2% | -10.7% | -13.9% |
| 3M | +5.8% | +7.8% | -2.0% | +3.4% |
| 6M | +29.1% | +14.8% | +14.3% | +23.8% |
| YTD | +31.3% | +20.8% | +10.6% | +24.1% |
| 1Y | +25.1% | +23.1% | +2.0% | +17.5% |
| 3Y | +8.5% | +114.8% | -106.3% | -13.3% |
| 5Y | -66.1% | +103.3% | -169.4% | -72.2% |
| 10Y | +410.3% | +173.0% | +237.3% | +227.1% |
| All | +142.7% | +165.6% | -22.8% | +46.4% |
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