+20.2%
MAS vs PNR
-9.3%
+29.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.2% |
| 7D | +4.6% | +6.0% | -1.4% | +2.4% |
| 30D | +19.9% | +32.4% | -12.6% | +7.8% |
| 3M | +8.9% | +1.6% | +7.3% | +8.9% |
| 6M | +20.2% | -9.5% | +29.7% | +24.6% |
| All | +20.2% | -9.3% | +29.5% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling