+215.9%
MAS vs PNR
+113.6%
+102.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -0.4% |
| 7D | +2.0% | +2.8% | -0.8% | +0.2% |
| 30D | +19.4% | +31.2% | -11.8% | -0.2% |
| 3M | +9.4% | -2.1% | +11.5% | +10.1% |
| 6M | +15.3% | -14.0% | +29.3% | +24.5% |
| YTD | +31.3% | -33.6% | +64.9% | +65.9% |
| 1Y | +34.9% | -35.2% | +70.0% | +73.1% |
| 3Y | +58.6% | +15.8% | +42.8% | +37.9% |
| 5Y | +40.7% | -1.8% | +42.5% | +32.4% |
| All | +215.9% | +113.6% | +102.3% | +76.5% |
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