+1,573.8%
PBR vs MAS
+599.1%
+974.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.6% |
| 7D | +8.6% | -0.8% | +9.3% | +8.8% |
| 30D | +12.8% | -5.6% | +18.4% | +15.0% |
| 3M | +14.7% | +4.4% | +10.2% | +10.5% |
| 6M | +25.2% | +7.2% | +18.0% | +17.6% |
| YTD | +77.1% | +16.1% | +61.0% | +59.6% |
| 1Y | +69.6% | +0.1% | +69.5% | +61.8% |
| 3Y | +95.6% | +28.3% | +67.3% | +61.7% |
| 5Y | +501.8% | +30.5% | +471.3% | +371.2% |
| 10Y | +640.6% | +139.1% | +501.4% | +335.7% |
| All | +1,573.8% | +599.1% | +974.7% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling