+170.3%
MSI vs PCOR
-10.3%
+180.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.7% | +22.7% | -18.1% | +2.0% |
| 30D | +14.8% | +37.5% | -22.7% | +10.3% |
| 3M | +8.8% | +35.2% | -26.4% | +4.5% |
| 6M | +19.3% | +42.2% | -22.9% | +13.4% |
| YTD | +35.3% | +3.6% | +31.8% | +32.9% |
| 1Y | +33.8% | -4.8% | +38.5% | +32.7% |
| 3Y | +74.4% | +48.3% | +26.1% | +56.7% |
| 5Y | +120.5% | -20.1% | +140.6% | +100.8% |
| All | +170.3% | -10.3% | +180.6% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling