+8.9%
MSCI vs MTB
+116.9%
-108.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.4% | +1.7% | -1.3% | -0.1% |
| 30D | +0.6% | -4.2% | +4.7% | +1.7% |
| 3M | -7.1% | +8.9% | -15.9% | -9.3% |
| 6M | +0.8% | +10.9% | -10.0% | -2.2% |
| YTD | +1.0% | +21.5% | -20.5% | -4.8% |
| 1Y | +4.3% | +21.9% | -17.6% | -1.9% |
| All | +8.9% | +116.9% | -108.0% | -14.5% |
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