+68.5%
PBR vs MAS
+61.2%
+7.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -4.2% |
| 7D | -14.2% | +4.6% | -18.7% | -14.1% |
| 30D | -21.0% | +19.9% | -40.9% | -21.0% |
| 3M | +5.4% | +8.9% | -3.5% | +5.6% |
| 6M | -10.4% | +20.2% | -30.6% | -11.3% |
| YTD | +65.5% | +33.9% | +31.6% | +60.0% |
| 1Y | +61.6% | +34.7% | +26.9% | +55.9% |
| All | +68.5% | +61.2% | +7.3% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling