+38.3%
MAS vs PNR
-3.8%
+42.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | +22.4% | +31.7% | -9.3% | +1.2% |
| 3M | +14.5% | +2.6% | +11.8% | +11.9% |
| 6M | +27.1% | -6.4% | +33.5% | +30.3% |
| YTD | +35.8% | -33.4% | +69.2% | +75.2% |
| 1Y | +39.4% | -35.1% | +74.5% | +83.3% |
| 3Y | +60.3% | +17.1% | +43.2% | +32.4% |
| All | +38.3% | -3.8% | +42.1% | +17.0% |
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