+66.1%
PBR vs MAS
+58.1%
+8.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.5% |
| 7D | -16.0% | +2.0% | -17.9% | -15.9% |
| 30D | -22.8% | +19.4% | -42.1% | -22.8% |
| 3M | +3.0% | +9.4% | -6.4% | +3.1% |
| 6M | -8.1% | +15.3% | -23.4% | -8.8% |
| YTD | +63.1% | +31.3% | +31.8% | +57.7% |
| 1Y | +59.3% | +34.9% | +24.4% | +53.0% |
| 3Y | +66.1% | +58.6% | +7.5% | +57.2% |
| All | +66.1% | +58.1% | +8.0% | +57.2% |
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