+217.1%
MAS vs PNR
+113.6%
+103.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -0.1% |
| 7D | +2.4% | +2.8% | -0.5% | +0.6% |
| 30D | +19.8% | +31.2% | -11.3% | +0.2% |
| 3M | +9.8% | -2.1% | +11.9% | +10.5% |
| 6M | +15.8% | -14.0% | +29.7% | +25.0% |
| YTD | +31.8% | -33.6% | +65.4% | +66.5% |
| 1Y | +35.4% | -35.2% | +70.6% | +73.7% |
| 3Y | +59.2% | +15.8% | +43.4% | +38.5% |
| 5Y | +41.2% | -1.8% | +43.1% | +32.9% |
| All | +217.1% | +113.6% | +103.5% | +77.1% |
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