+2,141.0%
MSFT vs PBR
+1,864.5%
+276.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.8% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | -1.0% | +19.4% | -20.4% | -4.4% |
| 3M | +20.2% | +20.8% | -0.6% | +15.6% |
| 6M | +21.3% | +23.5% | -2.2% | +15.6% |
| YTD | +2.8% | +83.4% | -80.6% | -9.4% |
| 1Y | 0.0% | +77.6% | -77.6% | -11.6% |
| 3Y | +51.2% | +99.9% | -48.6% | +28.4% |
| 5Y | +71.4% | +567.7% | -496.3% | +9.3% |
| 10Y | +868.6% | +621.5% | +247.1% | +435.0% |
| All | +2,141.0% | +1,864.5% | +276.5% | +719.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling