+21.9%
MTB vs FGI
+81.8%
-59.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -4.2% | +65.4% | -69.6% | -4.6% |
| 3M | +8.9% | +23.5% | -14.6% | +8.5% |
| 6M | +10.9% | +60.5% | -49.7% | +10.2% |
| YTD | +21.5% | +30.0% | -8.5% | +20.8% |
| 1Y | +21.9% | +82.1% | -60.1% | +21.5% |
| All | +21.9% | +81.8% | -59.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling