+878.4%
MSFT vs PBR
+697.0%
+181.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | -0.8% | +5.4% | -6.2% | -1.6% |
| 30D | +0.8% | +22.9% | -22.0% | -2.5% |
| 3M | +27.2% | +19.6% | +7.6% | +23.4% |
| 6M | +22.9% | +16.5% | +6.4% | +19.3% |
| YTD | +3.1% | +86.7% | -83.5% | -7.5% |
| 1Y | -0.3% | +74.7% | -75.0% | -9.7% |
| 3Y | +50.1% | +102.6% | -52.5% | +30.5% |
| 5Y | +74.6% | +566.6% | -491.9% | +16.8% |
| All | +878.4% | +697.0% | +181.4% | +479.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling