+454.9%
PBR vs MSI
+124.3%
+330.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -1.0% | +3.2% | -4.3% | -1.4% |
| 30D | -29.3% | +17.6% | -46.9% | -30.6% |
| 3M | +5.5% | +14.5% | -9.0% | +3.9% |
| 6M | -2.9% | +34.3% | -37.1% | -6.2% |
| YTD | +61.5% | +39.7% | +21.8% | +54.3% |
| 1Y | +46.9% | +40.2% | +6.7% | +40.2% |
| 3Y | +66.4% | +77.1% | -10.7% | +51.0% |
| All | +454.9% | +124.3% | +330.6% | +390.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling