+41.6%
PBR vs MAS
+39.2%
+2.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.7% |
| 7D | -13.3% | +3.6% | -16.9% | -12.2% |
| 30D | -27.7% | +23.8% | -51.6% | -23.2% |
| 3M | +2.7% | +14.4% | -11.8% | +7.1% |
| 6M | -6.7% | +19.7% | -26.5% | -1.6% |
| YTD | +60.9% | +36.0% | +25.0% | +70.6% |
| All | +41.6% | +39.2% | +2.4% | +50.3% |
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