+45.3%
SO vs MTB
+118.5%
-73.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +1.0% | +2.8% | -1.7% | +0.8% |
| 30D | -3.2% | -4.2% | +1.0% | -2.9% |
| 3M | -1.7% | +7.8% | -9.5% | -2.3% |
| 6M | -7.2% | +14.8% | -22.0% | -8.3% |
| YTD | +4.6% | +20.8% | -16.2% | +2.7% |
| 1Y | +1.2% | +23.1% | -21.9% | -0.8% |
| 3Y | +45.3% | +114.8% | -69.6% | +26.3% |
| All | +45.3% | +118.5% | -73.3% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling