+2,715.8%
MSCI vs MTB
+319.3%
+2,396.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.9% |
| 7D | +2.8% | -1.3% | +4.2% | +3.4% |
| 30D | +15.4% | +0.5% | +14.9% | +15.3% |
| 3M | +13.4% | -12.4% | +25.8% | +18.9% |
| 6M | +10.9% | +1.5% | +9.4% | +10.0% |
| YTD | +13.0% | +10.3% | +2.7% | +8.4% |
| 1Y | +12.0% | +22.2% | -10.2% | +3.5% |
| 3Y | +34.1% | +96.9% | -62.8% | +1.9% |
| 5Y | +3.9% | +64.3% | -60.4% | -18.0% |
| 10Y | +802.0% | +137.8% | +664.2% | +450.2% |
| All | +2,715.8% | +319.3% | +2,396.6% | +1,082.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling