+77.3%
SO vs MTB
+67.9%
+9.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.1% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +8.6% | +2.4% | +6.2% | +8.3% |
| 3M | +1.8% | -10.5% | +12.3% | +2.9% |
| 6M | +3.6% | +6.4% | -2.8% | +2.9% |
| YTD | +9.9% | +12.8% | -2.9% | +8.3% |
| 1Y | +5.7% | +23.3% | -17.6% | +3.1% |
| 3Y | +52.5% | +108.2% | -55.7% | +37.3% |
| 5Y | +77.3% | +68.6% | +8.7% | +64.5% |
| All | +77.3% | +67.9% | +9.4% | +64.5% |
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