+42.2%
MAS vs PNR
-34.0%
+76.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.2% |
| 7D | +3.3% | -0.5% | +3.8% | +3.6% |
| 30D | +25.5% | +34.4% | -9.0% | +10.3% |
| 3M | +11.8% | +2.4% | +9.4% | +11.1% |
| 6M | +21.3% | -7.8% | +29.1% | +25.1% |
| YTD | +37.7% | -31.6% | +69.3% | +58.8% |
| All | +42.2% | -34.0% | +76.2% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling