+100.0%
PBR vs MSI
+68.0%
+32.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +0.3% | -4.0% | +4.3% | +0.5% |
| 30D | +17.5% | -0.5% | +18.0% | +17.5% |
| 3M | +20.9% | +11.4% | +9.5% | +20.1% |
| 6M | +20.2% | +1.0% | +19.3% | +20.1% |
| YTD | +84.3% | +20.7% | +63.6% | +80.6% |
| 1Y | +77.1% | -2.7% | +79.8% | +77.7% |
| All | +100.0% | +68.0% | +32.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling