+214.8%
TER vs MTB
+22.5%
+192.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.8% |
| 7D | +9.4% | -0.4% | +9.8% | +9.7% |
| 30D | -2.4% | -4.6% | +2.2% | +0.8% |
| 3M | +6.5% | +7.4% | -0.9% | -1.1% |
| 6M | +23.2% | +18.7% | +4.5% | +5.5% |
| YTD | +91.5% | +21.1% | +70.4% | +65.6% |
| 1Y | +214.8% | +24.1% | +190.7% | +152.0% |
| All | +214.8% | +22.5% | +192.3% | +152.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling