+252.8%
SPOT vs MTB
+71.6%
+181.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +7.4% | -4.8% | +12.2% | +8.2% |
| 3M | +8.2% | +6.0% | +2.2% | +7.1% |
| 6M | +2.2% | +19.6% | -17.4% | -0.9% |
| YTD | -9.5% | +21.5% | -30.9% | -12.6% |
| 1Y | -23.8% | +24.7% | -48.5% | -26.9% |
| 3Y | +233.5% | +108.6% | +124.9% | +191.3% |
| 5Y | +112.2% | +106.7% | +5.5% | +85.8% |
| All | +252.8% | +71.6% | +181.2% | +201.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling