+36.3%
S vs MTB
+22.1%
+14.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.4% | -0.7% | +2.0% | +1.6% |
| 30D | -10.8% | +1.4% | -12.2% | -10.9% |
| 3M | +5.4% | -11.6% | +17.0% | +7.6% |
| 6M | +41.2% | +5.4% | +35.8% | +41.1% |
| YTD | +56.2% | +11.7% | +44.5% | +46.6% |
| 1Y | +36.3% | +20.5% | +15.8% | +16.0% |
| All | +36.3% | +22.1% | +14.2% | +16.0% |
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