+181.2%
MSI vs PCOR
-7.7%
+188.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +7.7% | +2.5% | +5.2% | +7.4% |
| 30D | +19.9% | +37.9% | -18.0% | +15.2% |
| 3M | +14.9% | +32.0% | -17.0% | +10.8% |
| 6M | +37.2% | +54.7% | -17.5% | +29.3% |
| YTD | +40.8% | +6.6% | +34.2% | +37.8% |
| 1Y | +38.1% | -1.7% | +39.8% | +36.5% |
| 3Y | +77.7% | +49.0% | +28.7% | +59.8% |
| 5Y | +129.0% | -12.5% | +141.6% | +107.1% |
| All | +181.2% | -7.7% | +188.9% | +156.6% |
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