+75.3%
MSI vs PCOR
+44.3%
+31.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +5.1% | +23.7% | -18.6% | +3.7% |
| 30D | +13.3% | +39.0% | -25.7% | +11.1% |
| 3M | +18.3% | +35.8% | -17.4% | +16.0% |
| 6M | +18.7% | +38.2% | -19.5% | +15.8% |
| YTD | +36.0% | +3.9% | +32.1% | +34.0% |
| 1Y | +32.6% | +5.7% | +26.9% | +30.5% |
| All | +75.3% | +44.3% | +31.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling