+1,649.5%
MAS vs PNR
+4,242.4%
-2,592.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -1.8% | -3.7% | +1.9% | +0.1% |
| 30D | +23.6% | +33.1% | -9.6% | +7.0% |
| 3M | +12.4% | +3.7% | +8.7% | +9.9% |
| 6M | +21.9% | -7.7% | +29.6% | +25.0% |
| YTD | +36.1% | -32.4% | +68.6% | +61.5% |
| 1Y | +39.5% | -35.0% | +74.5% | +68.6% |
| 3Y | +59.1% | +17.1% | +42.0% | +44.6% |
| 5Y | +44.4% | +0.1% | +44.3% | +41.0% |
| 10Y | +217.0% | +103.2% | +113.8% | +116.7% |
| All | +1,649.5% | +4,242.4% | -2,592.9% | +465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling