+5,976.4%
SO vs MTB
+8,294.1%
-2,317.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -4.6% | -4.2% | -0.4% | -3.9% |
| 3M | -3.0% | +8.9% | -11.9% | -4.4% |
| 6M | -8.3% | +10.9% | -19.1% | -9.9% |
| YTD | +3.5% | +21.5% | -18.0% | 0.0% |
| 1Y | -0.9% | +21.9% | -22.8% | -4.5% |
| 3Y | +45.4% | +109.2% | -63.9% | +26.3% |
| 5Y | +59.6% | +102.0% | -42.4% | +36.9% |
| 10Y | +156.6% | +171.9% | -15.3% | +101.8% |
| All | +5,976.4% | +8,294.1% | -2,317.7% | +3,396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling