+39.1%
MAS vs PNR
-2.0%
+41.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.6% |
| 7D | +1.2% | -2.3% | +3.5% | +2.8% |
| 30D | +21.6% | +29.3% | -7.7% | +1.8% |
| 3M | +14.1% | +4.1% | +10.0% | +10.5% |
| 6M | +22.6% | -8.6% | +31.2% | +27.9% |
| YTD | +35.4% | -33.6% | +69.0% | +75.1% |
| 1Y | +37.5% | -36.4% | +73.8% | +83.5% |
| 3Y | +58.3% | +15.1% | +43.2% | +32.5% |
| 5Y | +39.1% | -3.8% | +42.9% | +17.8% |
| All | +39.1% | -2.0% | +41.1% | +17.8% |
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