+566.9%
PBR vs MAS
+214.3%
+352.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.7% | +1.2% | -4.9% | -4.1% |
| 30D | -29.0% | +21.6% | -50.6% | -33.6% |
| 3M | +4.9% | +14.1% | -9.2% | -0.2% |
| 6M | -8.4% | +22.6% | -31.0% | -16.5% |
| YTD | +59.4% | +35.4% | +23.9% | +37.2% |
| 1Y | +45.5% | +37.5% | +8.0% | +24.2% |
| 3Y | +67.4% | +58.3% | +9.1% | +28.7% |
| 5Y | +453.0% | +39.1% | +413.9% | +339.3% |
| All | +566.9% | +214.3% | +352.6% | +249.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling