+101.0%
MSI vs PNR
-20.0%
+121.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | -4.0% | -3.9% | -0.1% | -2.8% |
| 30D | -0.5% | -13.8% | +13.3% | +4.0% |
| 3M | +11.4% | -22.5% | +33.9% | +19.5% |
| 6M | +1.0% | -37.2% | +38.1% | +15.0% |
| YTD | +20.7% | -44.2% | +64.9% | +42.0% |
| 1Y | -2.7% | -46.6% | +44.0% | +16.1% |
| 3Y | +68.2% | -12.5% | +80.7% | +63.4% |
| All | +101.0% | -20.0% | +121.0% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling