+171.3%
MS vs MTB
+105.4%
+65.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.9% |
| 7D | +0.8% | -0.7% | +1.4% | +1.4% |
| 30D | -0.7% | +1.4% | -2.1% | -1.6% |
| 3M | -12.4% | -11.6% | -0.8% | -4.5% |
| 6M | -1.7% | +5.4% | -7.1% | -6.0% |
| YTD | +8.0% | +11.7% | -3.7% | -0.9% |
| 1Y | +16.2% | +20.5% | -4.3% | +0.9% |
| 3Y | +171.3% | +104.5% | +66.8% | +71.7% |
| All | +171.3% | +105.4% | +65.9% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling