+35.3%
MAS vs PNR
-17.2%
+52.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -0.8% | -2.4% | +1.6% | +0.9% |
| 30D | -5.6% | -12.8% | +7.2% | +3.4% |
| 3M | +4.4% | -17.0% | +21.4% | +16.5% |
| 6M | +7.2% | -37.4% | +44.6% | +45.1% |
| YTD | +16.1% | -41.6% | +57.7% | +63.7% |
| 1Y | +0.1% | -44.6% | +44.7% | +46.8% |
| 3Y | +28.3% | -12.1% | +40.4% | +31.6% |
| All | +35.3% | -17.2% | +52.5% | +22.0% |
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 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