+20.9%
MS vs PBR
+74.7%
-53.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.0% | +11.2% | +3.3% |
| 7D | +2.6% | -11.0% | +13.6% | +1.1% |
| 30D | +2.6% | -18.8% | +21.4% | +0.1% |
| 3M | -10.1% | +7.8% | -17.9% | -9.0% |
| 6M | +4.4% | -7.6% | +12.0% | +3.2% |
| YTD | +11.7% | +72.7% | -60.9% | +17.6% |
| 1Y | +20.9% | +72.9% | -52.0% | +27.3% |
| All | +20.9% | +74.7% | -53.8% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling