+4,415.3%
MSI vs MTB
+7,592.0%
-3,176.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +18.1% | +0.8% | +17.3% | +17.7% |
| 3M | +13.2% | -12.8% | +26.0% | +18.9% |
| 6M | +36.3% | +6.7% | +29.6% | +32.4% |
| YTD | +39.5% | +11.3% | +28.2% | +32.8% |
| 1Y | +36.9% | +20.2% | +16.7% | +26.4% |
| 3Y | +76.1% | +103.8% | -27.7% | +28.0% |
| 5Y | +123.7% | +60.9% | +62.8% | +71.4% |
| 10Y | +664.3% | +115.0% | +549.3% | +369.2% |
| All | +4,415.3% | +7,592.0% | -3,176.7% | +649.0% |
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 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