+61.7%
MAS vs PNR
+17.5%
+44.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -1.6% |
| 7D | +4.6% | +6.0% | -1.4% | +1.2% |
| 30D | +19.9% | +32.4% | -12.6% | +1.2% |
| 3M | +8.9% | +1.6% | +7.3% | +7.8% |
| 6M | +20.2% | -9.5% | +29.7% | +26.2% |
| YTD | +33.9% | -32.0% | +65.9% | +67.6% |
| 1Y | +34.7% | -34.4% | +69.1% | +73.0% |
| All | +61.7% | +17.5% | +44.2% | +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