+662.0%
PBR vs MSI
+605.3%
+56.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | +22.9% | -0.8% | +23.6% | +23.1% |
| 3M | +19.6% | +13.9% | +5.7% | +12.5% |
| 6M | +16.5% | +1.3% | +15.1% | +14.5% |
| YTD | +86.7% | +22.3% | +64.4% | +67.9% |
| 1Y | +74.7% | -3.9% | +78.6% | +74.7% |
| 3Y | +102.6% | +69.9% | +32.7% | +48.5% |
| 5Y | +566.6% | +103.8% | +462.8% | +324.4% |
| All | +662.0% | +605.3% | +56.7% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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