+75.1%
MSI vs MTB
+105.4%
-30.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +7.4% | -0.7% | +8.1% | +7.5% |
| 30D | +18.7% | +1.4% | +17.3% | +18.5% |
| 3M | +14.5% | -11.6% | +26.0% | +16.0% |
| 6M | +38.1% | +5.4% | +32.7% | +37.1% |
| YTD | +38.7% | +11.7% | +27.0% | +36.4% |
| 1Y | +35.4% | +20.5% | +14.9% | +31.9% |
| 3Y | +75.1% | +104.5% | -29.4% | +65.2% |
| All | +75.1% | +105.4% | -30.3% | +65.2% |
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 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