+568.4%
MA vs MTB
+122.1%
+446.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | +11.8% | +1.4% | +10.4% | +11.3% |
| 3M | +17.2% | -11.6% | +28.8% | +22.7% |
| 6M | +33.4% | +5.4% | +28.0% | +30.4% |
| YTD | +16.1% | +11.7% | +4.4% | +10.7% |
| 1Y | +19.9% | +20.5% | -0.6% | +11.0% |
| 3Y | +70.1% | +104.5% | -34.4% | +24.7% |
| 5Y | +89.6% | +65.1% | +24.6% | +46.8% |
| 10Y | +568.4% | +119.5% | +448.9% | +384.5% |
| All | +568.4% | +122.1% | +446.3% | +384.5% |
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 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