+44.7%
MS vs PBR
+77.1%
-32.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +1.7% | +0.3% | +1.3% | +1.7% |
| 30D | 0.0% | +17.5% | -17.5% | +1.9% |
| 3M | +3.0% | +20.9% | -17.9% | +5.3% |
| 6M | +35.7% | +20.2% | +15.4% | +37.0% |
| YTD | +23.3% | +84.3% | -61.0% | +27.7% |
| 1Y | +44.7% | +77.1% | -32.4% | +49.1% |
| All | +44.7% | +77.1% | -32.4% | +49.1% |
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 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