+3,874.2%
MSI vs PNR
+3,652.8%
+221.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.7% | -2.4% | -1.3% | -2.9% |
| 30D | +6.8% | -12.8% | +19.6% | +11.9% |
| 3M | +14.3% | -17.0% | +31.3% | +21.0% |
| 6M | -1.6% | -37.4% | +35.8% | +14.4% |
| YTD | +22.8% | -41.6% | +64.4% | +45.4% |
| 1Y | -1.1% | -44.6% | +43.5% | +19.1% |
| 3Y | +70.5% | -12.1% | +82.6% | +70.4% |
| 5Y | +102.8% | -17.4% | +120.2% | +103.4% |
| 10Y | +597.4% | +64.0% | +533.4% | +427.6% |
| All | +3,874.2% | +3,652.8% | +221.3% | +1,350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling