-72.0%
S vs MTB
+101.8%
-173.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -7.7% | +1.7% | -9.4% | -8.4% |
| 30D | -5.3% | -4.2% | -1.1% | -3.6% |
| 3M | +20.3% | +8.9% | +11.4% | +15.9% |
| 6M | +47.4% | +10.9% | +36.5% | +40.2% |
| YTD | +32.5% | +21.5% | +11.0% | +20.7% |
| 1Y | +9.5% | +21.9% | -12.4% | -0.6% |
| 3Y | +15.5% | +109.2% | -93.7% | -17.2% |
| All | -72.0% | +101.8% | -173.8% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling