+217.0%
MAS vs PNR
+101.4%
+115.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.4% |
| 7D | -1.8% | -3.7% | +1.9% | +0.6% |
| 30D | +23.6% | +33.1% | -9.6% | +2.4% |
| 3M | +12.4% | +3.7% | +8.7% | +9.1% |
| 6M | +21.9% | -7.7% | +29.6% | +25.8% |
| YTD | +36.1% | -32.4% | +68.6% | +70.2% |
| 1Y | +39.5% | -35.0% | +74.5% | +79.0% |
| 3Y | +59.1% | +17.1% | +42.0% | +37.4% |
| 5Y | +44.4% | +0.1% | +44.3% | +34.2% |
| 10Y | +217.0% | +103.2% | +113.8% | +74.6% |
| All | +217.0% | +101.4% | +115.6% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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