+176.8%
MS vs MTB
+106.3%
+70.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +5.1% | +1.5% | +3.5% | +4.0% |
| 30D | +5.7% | +2.3% | +3.3% | +4.0% |
| 3M | -12.2% | -12.1% | 0.0% | -3.8% |
| 6M | -0.5% | +9.8% | -10.3% | -7.5% |
| YTD | +9.8% | +12.0% | -2.2% | +0.6% |
| 1Y | +17.7% | +22.0% | -4.3% | +1.3% |
| 3Y | +176.8% | +107.6% | +69.2% | +74.3% |
| All | +176.8% | +106.3% | +70.6% | +74.3% |
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