+631.0%
MSCI vs MTB
+172.8%
+458.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | -1.2% | -4.6% | +3.5% | +0.1% |
| 3M | -8.4% | +6.3% | -14.7% | -10.0% |
| 6M | -1.0% | +15.6% | -16.6% | -5.2% |
| YTD | -2.3% | +20.6% | -22.8% | -7.7% |
| 1Y | -1.2% | +22.5% | -23.7% | -7.2% |
| 3Y | +7.9% | +114.4% | -106.5% | -14.8% |
| 5Y | -10.1% | +101.9% | -111.9% | -28.8% |
| 10Y | +631.0% | +170.4% | +460.6% | +418.2% |
| All | +631.0% | +172.8% | +458.1% | +418.2% |
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