+810.2%
MS vs MTB
+176.7%
+633.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +1.7% | -0.4% | +0.2% |
| 30D | -0.3% | -4.2% | +3.9% | +2.6% |
| 3M | +0.3% | +8.9% | -8.6% | -5.5% |
| 6M | +31.3% | +10.9% | +20.5% | +22.2% |
| YTD | +24.7% | +21.5% | +3.2% | +9.3% |
| 1Y | +47.9% | +21.9% | +26.0% | +29.0% |
| 3Y | +178.3% | +109.2% | +69.1% | +69.8% |
| 5Y | +144.9% | +102.0% | +42.9% | +43.4% |
| All | +810.2% | +176.7% | +633.5% | +260.8% |
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