+118.9%
MSI vs PCOR
-19.6%
+138.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.7% | +22.7% | -18.1% | +1.9% |
| 30D | +14.8% | +37.5% | -22.7% | +10.1% |
| 3M | +8.8% | +35.2% | -26.4% | +4.4% |
| 6M | +19.3% | +42.2% | -22.9% | +13.2% |
| YTD | +35.3% | +3.6% | +31.8% | +32.8% |
| 1Y | +33.8% | -4.8% | +38.5% | +32.7% |
| 3Y | +74.4% | +48.3% | +26.1% | +55.3% |
| All | +118.9% | -19.6% | +138.5% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling