+123.7%
MSI vs PTEN
+40.8%
+82.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | +2.6% | +7.2% | -4.6% | +2.0% |
| 30D | +18.1% | -7.4% | +25.5% | +18.6% |
| 3M | +13.2% | -2.4% | +15.6% | +13.0% |
| 6M | +36.3% | -10.0% | +46.3% | +36.5% |
| YTD | +39.5% | +79.7% | -40.2% | +30.6% |
| 1Y | +36.9% | +86.5% | -49.6% | +27.6% |
| 3Y | +76.1% | -1.4% | +77.5% | +70.5% |
| 5Y | +123.7% | +43.9% | +79.8% | +102.8% |
| All | +123.7% | +40.8% | +82.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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