+779.7%
MSCI vs MTB
+136.2%
+643.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.2% |
| 7D | +1.5% | -0.8% | +2.2% | +1.7% |
| 30D | +14.4% | +2.4% | +12.0% | +13.7% |
| 3M | +15.2% | -10.5% | +25.7% | +18.8% |
| 6M | +11.2% | +6.4% | +4.8% | +9.1% |
| YTD | +13.9% | +12.8% | +1.1% | +9.6% |
| 1Y | +12.5% | +23.3% | -10.8% | +5.5% |
| 3Y | +32.3% | +108.2% | -76.0% | +5.4% |
| 5Y | +4.9% | +68.6% | -63.7% | -12.6% |
| 10Y | +779.7% | +125.3% | +654.4% | +644.0% |
| All | +779.7% | +136.2% | +643.5% | +644.0% |
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