+304.5%
MS vs PBR
+1,624.0%
-1,319.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.8% | -13.3% | +14.1% | +6.2% |
| 30D | -0.7% | -27.7% | +27.1% | +11.2% |
| 3M | -12.4% | +2.7% | -15.0% | -15.0% |
| 6M | -1.7% | -6.7% | +5.0% | -1.9% |
| YTD | +8.0% | +60.9% | -52.9% | -14.3% |
| 1Y | +16.2% | +46.6% | -30.4% | -4.6% |
| 3Y | +171.3% | +69.1% | +102.2% | +103.5% |
| 5Y | +124.8% | +469.6% | -344.9% | -5.4% |
| 10Y | +553.7% | +523.4% | +30.3% | +107.0% |
| All | +304.5% | +1,624.0% | -1,319.4% | -16.6% |
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