+144.8%
MS vs PBR
+527.8%
-383.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | +2.5% | +2.5% | 0.0% | +2.1% |
| 30D | 0.0% | +19.4% | -19.4% | -2.8% |
| 3M | +2.4% | +20.8% | -18.3% | -0.7% |
| 6M | +36.4% | +23.5% | +12.9% | +30.6% |
| YTD | +23.8% | +83.4% | -59.6% | +10.1% |
| 1Y | +48.6% | +77.6% | -28.9% | +32.6% |
| 3Y | +179.1% | +99.9% | +79.3% | +140.4% |
| 5Y | +144.8% | +567.7% | -422.9% | +49.8% |
| All | +144.8% | +527.8% | -383.0% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling