+171.6%
MSI vs PCOR
-10.0%
+181.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +5.1% | +23.7% | -18.6% | +2.3% |
| 30D | +13.3% | +39.0% | -25.7% | +8.7% |
| 3M | +18.3% | +35.8% | -17.4% | +13.6% |
| 6M | +18.7% | +38.2% | -19.5% | +13.2% |
| YTD | +36.0% | +3.9% | +32.1% | +33.4% |
| 1Y | +32.6% | +5.7% | +26.9% | +29.7% |
| 3Y | +78.3% | +44.8% | +33.5% | +60.8% |
| 5Y | +121.6% | -19.8% | +141.4% | +101.7% |
| All | +171.6% | -10.0% | +181.6% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling