+366.8%
MS vs PBR
+1,797.5%
-1,430.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +1.4% | +8.6% | -7.2% | -2.0% |
| 30D | -0.3% | +12.8% | -13.1% | -5.2% |
| 3M | +0.3% | +14.7% | -14.4% | -5.7% |
| 6M | +31.3% | +25.2% | +6.2% | +17.7% |
| YTD | +24.7% | +77.1% | -52.5% | -3.0% |
| 1Y | +47.9% | +69.6% | -21.6% | +16.4% |
| 3Y | +178.3% | +95.6% | +82.8% | +99.9% |
| 5Y | +144.9% | +501.8% | -356.9% | +1.9% |
| 10Y | +804.5% | +640.6% | +164.0% | +168.0% |
| All | +366.8% | +1,797.5% | -1,430.8% | -5.6% |
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