+13,824.1%
MA vs PBR
+334.5%
+13,489.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -2.7% | +8.6% | -11.3% | -4.6% |
| 30D | +1.5% | +12.8% | -11.3% | -1.4% |
| 3M | +20.4% | +14.7% | +5.8% | +16.1% |
| 6M | +11.1% | +25.2% | -14.0% | +4.4% |
| YTD | +2.0% | +77.1% | -75.2% | -12.0% |
| 1Y | -2.2% | +69.6% | -71.7% | -15.0% |
| 3Y | +41.9% | +95.6% | -53.7% | +16.4% |
| 5Y | +75.4% | +501.8% | -426.4% | +3.5% |
| 10Y | +527.5% | +640.6% | -113.0% | +202.7% |
| All | +13,824.1% | +334.5% | +13,489.7% | +5,746.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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