+15,819.0%
MA vs PBR
+296.0%
+15,523.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | +9.6% | -29.3% | +38.9% | +18.0% |
| 3M | +16.8% | +5.5% | +11.3% | +14.2% |
| 6M | +35.2% | -2.9% | +38.1% | +34.4% |
| YTD | +16.6% | +61.5% | -44.9% | +1.9% |
| 1Y | +19.8% | +46.9% | -27.1% | +7.0% |
| 3Y | +70.7% | +66.4% | +4.3% | +44.6% |
| 5Y | +87.4% | +460.3% | -372.9% | +12.2% |
| 10Y | +570.0% | +564.6% | +5.4% | +231.0% |
| All | +15,819.0% | +296.0% | +15,523.0% | +6,674.0% |
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