+56.9%
MAS vs PCOR
-10.0%
+66.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +19.7% | -14.0% | +1.5% |
| 7D | +14.2% | +21.8% | -7.7% | +9.2% |
| 30D | +26.8% | +39.5% | -12.7% | +17.9% |
| 3M | +13.1% | +35.2% | -22.1% | +5.4% |
| 6M | +27.9% | +21.7% | +6.2% | +20.8% |
| YTD | +38.7% | +3.9% | +34.7% | +34.4% |
| 1Y | +40.4% | +6.9% | +33.4% | +34.6% |
| 3Y | +66.1% | +44.8% | +21.3% | +44.6% |
| 5Y | +47.4% | -21.9% | +69.3% | +29.7% |
| All | +56.9% | -10.0% | +66.9% | +39.0% |
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