+104.6%
MSI vs PNC
+51.4%
+53.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.4% | -0.6% | +0.1% | -0.3% |
| 30D | -0.8% | -4.4% | +3.6% | +0.4% |
| 3M | +13.9% | +5.2% | +8.7% | +12.2% |
| 6M | +1.3% | +20.6% | -19.3% | -3.8% |
| YTD | +22.3% | +19.8% | +2.5% | +15.8% |
| 1Y | -3.9% | +24.4% | -28.3% | -10.1% |
| 3Y | +69.9% | +131.2% | -61.4% | +28.2% |
| All | +104.6% | +51.4% | +53.2% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling