+505.6%
MA vs MTB
+173.2%
+332.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -1.8% | +2.8% | -4.5% | -2.8% |
| 30D | +1.4% | -4.2% | +5.6% | +3.0% |
| 3M | +17.7% | +7.8% | +10.0% | +14.2% |
| 6M | +9.7% | +14.8% | -5.2% | +3.6% |
| YTD | +0.5% | +20.8% | -20.3% | -6.9% |
| 1Y | -2.1% | +23.1% | -25.2% | -10.2% |
| 3Y | +40.1% | +114.8% | -74.7% | +0.6% |
| 5Y | +67.5% | +103.3% | -35.8% | +18.7% |
| 10Y | +505.6% | +173.0% | +332.6% | +270.0% |
| All | +505.6% | +173.2% | +332.4% | +270.0% |
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