+51.5%
MAS vs PCOR
-10.0%
+61.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.6% | +23.7% | -19.1% | -0.3% |
| 30D | +19.9% | +39.0% | -19.1% | +11.5% |
| 3M | +8.9% | +35.8% | -26.9% | +1.4% |
| 6M | +20.2% | +38.2% | -18.1% | +10.5% |
| YTD | +33.9% | +3.9% | +30.0% | +29.8% |
| 1Y | +34.7% | +5.7% | +29.0% | +29.5% |
| 3Y | +60.4% | +44.8% | +15.6% | +39.6% |
| 5Y | +43.5% | -19.8% | +63.2% | +26.1% |
| All | +51.5% | -10.0% | +61.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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