+3,874.2%
MSI vs PNC
+4,099.5%
-225.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.7% | +1.4% | -5.1% | -4.2% |
| 30D | +6.8% | -3.8% | +10.7% | +8.2% |
| 3M | +14.3% | +9.0% | +5.3% | +10.5% |
| 6M | -1.6% | +16.6% | -18.2% | -7.3% |
| YTD | +22.8% | +20.4% | +2.4% | +13.9% |
| 1Y | -1.1% | +22.3% | -23.4% | -9.0% |
| 3Y | +70.5% | +124.5% | -54.1% | +22.1% |
| 5Y | +102.8% | +54.1% | +48.7% | +63.7% |
| 10Y | +597.4% | +276.3% | +321.2% | +282.7% |
| All | +3,874.2% | +4,099.5% | -225.3% | +769.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling