+33.8%
MAS vs PCOR
-14.4%
+48.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.6% |
| 7D | -0.8% | -9.0% | +8.2% | +1.0% |
| 30D | -5.6% | +4.2% | -9.7% | -6.5% |
| 3M | +4.4% | +14.4% | -10.0% | +1.2% |
| 6M | +7.2% | +0.2% | +7.0% | +5.5% |
| YTD | +16.1% | -20.3% | +36.4% | +20.7% |
| 1Y | +0.1% | -16.1% | +16.2% | +1.9% |
| All | +33.8% | -14.4% | +48.2% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling