+613.7%
PBR vs MAS
+137.9%
+475.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.5% |
| 7D | +8.6% | -0.8% | +9.3% | +8.7% |
| 30D | +12.8% | -5.6% | +18.4% | +14.6% |
| 3M | +14.7% | +4.4% | +10.2% | +10.9% |
| 6M | +25.2% | +7.2% | +18.0% | +18.5% |
| YTD | +77.1% | +16.1% | +61.0% | +61.0% |
| 1Y | +69.6% | +0.1% | +69.5% | +63.0% |
| 3Y | +95.6% | +28.3% | +67.3% | +62.2% |
| 5Y | +501.8% | +30.5% | +471.3% | +374.2% |
| All | +613.7% | +137.9% | +475.8% | +298.1% |
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