+68.7%
MSI vs PNC
+129.8%
-61.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -5.8% | +2.3% | -8.0% | -6.1% |
| 30D | -1.0% | -3.8% | +2.8% | -0.4% |
| 3M | +14.2% | +7.8% | +6.4% | +12.6% |
| 6M | +1.0% | +19.7% | -18.7% | -2.2% |
| YTD | +21.5% | +19.1% | +2.4% | +17.2% |
| 1Y | -2.1% | +23.1% | -25.3% | -6.3% |
| All | +68.7% | +129.8% | -61.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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