-3.9%
MSI vs PNR
-47.6%
+43.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.4% | -6.0% | +5.6% | +0.7% |
| 30D | -0.8% | -14.0% | +13.2% | +2.0% |
| 3M | +13.9% | -21.7% | +35.6% | +18.3% |
| 6M | +1.3% | -37.3% | +38.6% | +7.3% |
| YTD | +22.3% | -45.1% | +67.4% | +30.5% |
| 1Y | -3.9% | -49.1% | +45.3% | +4.2% |
| All | -3.9% | -47.6% | +43.7% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling