+177.4%
MSI vs PCOR
-9.0%
+186.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +8.3% | +22.2% | -13.9% | +5.6% |
| 30D | +18.9% | +36.0% | -17.2% | +14.4% |
| 3M | +13.2% | +34.0% | -20.8% | +8.9% |
| 6M | +38.3% | +43.5% | -5.2% | +31.3% |
| YTD | +38.9% | +5.1% | +33.8% | +36.1% |
| 1Y | +36.7% | -3.9% | +40.6% | +35.5% |
| 3Y | +76.6% | +52.9% | +23.6% | +58.0% |
| 5Y | +124.5% | -18.7% | +143.1% | +104.0% |
| All | +177.4% | -9.0% | +186.3% | +153.6% |
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