+3,874.2%
MSI vs MTB
+8,294.1%
-4,419.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.7% | +1.7% | -5.4% | -4.4% |
| 30D | +6.8% | -4.2% | +11.0% | +8.4% |
| 3M | +14.3% | +8.9% | +5.4% | +10.4% |
| 6M | -1.6% | +10.9% | -12.4% | -5.8% |
| YTD | +22.8% | +21.5% | +1.3% | +13.2% |
| 1Y | -1.1% | +21.9% | -23.0% | -9.2% |
| 3Y | +70.5% | +109.2% | -38.8% | +22.5% |
| 5Y | +102.8% | +102.0% | +0.8% | +41.4% |
| 10Y | +597.4% | +171.9% | +425.5% | +288.6% |
| All | +3,874.2% | +8,294.1% | -4,419.9% | +538.7% |
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