+72.9%
PBR vs MAS
+40.8%
+32.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.6% | -12.6% | -5.4% |
| 7D | -11.0% | +14.2% | -25.1% | -7.5% |
| 30D | -18.8% | +26.8% | -45.6% | -13.2% |
| 3M | +7.8% | +13.1% | -5.3% | +12.4% |
| 6M | -7.6% | +27.9% | -35.5% | -1.3% |
| YTD | +72.7% | +38.7% | +34.0% | +83.8% |
| 1Y | +72.9% | +40.4% | +32.6% | +85.8% |
| All | +72.9% | +40.8% | +32.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling