+601.1%
MSI vs PNR
+66.2%
+534.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | -6.0% | +5.6% | +1.8% |
| 30D | -0.8% | -14.0% | +13.2% | +4.7% |
| 3M | +13.9% | -21.7% | +35.6% | +23.5% |
| 6M | +1.3% | -37.3% | +38.6% | +18.4% |
| YTD | +22.3% | -45.1% | +67.4% | +49.3% |
| 1Y | -3.9% | -49.1% | +45.3% | +20.6% |
| 3Y | +69.9% | -14.8% | +84.7% | +68.9% |
| 5Y | +103.8% | -21.0% | +124.8% | +103.9% |
| All | +601.1% | +66.2% | +534.9% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling