+44.5%
MAS vs PNR
+0.3%
+44.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | +3.6% | -0.1% | +3.7% | +3.8% |
| 30D | +23.8% | +33.4% | -9.5% | +1.5% |
| 3M | +14.4% | +4.9% | +9.6% | +10.3% |
| 6M | +19.7% | -8.5% | +28.3% | +25.0% |
| YTD | +36.0% | -32.1% | +68.1% | +73.3% |
| 1Y | +40.4% | -35.0% | +75.3% | +84.8% |
| 3Y | +58.9% | +17.6% | +41.3% | +31.0% |
| 5Y | +44.5% | +0.9% | +43.7% | +20.9% |
| All | +44.5% | +0.3% | +44.2% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling