+63.0%
MAS vs PNR
+17.5%
+45.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +2.7% |
| 7D | +3.3% | -0.5% | +3.8% | +3.7% |
| 30D | +25.5% | +34.4% | -9.0% | +5.0% |
| 3M | +11.8% | +2.4% | +9.4% | +10.2% |
| 6M | +21.3% | -7.8% | +29.1% | +26.0% |
| YTD | +37.7% | -31.6% | +69.3% | +71.9% |
| 1Y | +41.0% | -33.6% | +74.7% | +79.8% |
| 3Y | +63.0% | +19.9% | +43.1% | +30.5% |
| All | +63.0% | +17.5% | +45.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling