+39.2%
S vs MTB
+27.0%
+12.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.5% |
| 7D | -8.2% | +2.0% | -10.2% | -8.5% |
| 30D | -7.6% | +2.9% | -10.6% | -8.0% |
| 3M | +12.0% | -10.7% | +22.6% | +14.2% |
| 6M | +50.6% | +6.3% | +44.2% | +49.8% |
| YTD | +56.6% | +13.8% | +42.8% | +45.5% |
| 1Y | +39.2% | +27.7% | +11.5% | +13.0% |
| All | +39.2% | +27.0% | +12.3% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling