+607.1%
MS vs MTB
+135.3%
+471.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -1.6% | -1.3% | -0.2% | -0.6% |
| 30D | -3.8% | +0.5% | -4.3% | -4.1% |
| 3M | -14.6% | -12.4% | -2.2% | -6.9% |
| 6M | -5.1% | +1.5% | -6.6% | -6.4% |
| YTD | +4.5% | +10.3% | -5.8% | -2.3% |
| 1Y | +13.5% | +22.2% | -8.7% | -0.9% |
| 3Y | +160.4% | +96.9% | +63.5% | +66.1% |
| 5Y | +112.9% | +64.3% | +48.6% | +44.6% |
| All | +607.1% | +135.3% | +471.8% | +219.9% |
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