+553.1%
MA vs PWR
+1,832.8%
-1,279.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.7% | -2.1% |
| 7D | +2.3% | -12.9% | +15.2% | +5.3% |
| 30D | +14.7% | -22.8% | +37.5% | +21.7% |
| 3M | +13.5% | -19.0% | +32.5% | +18.2% |
| 6M | +33.1% | -31.1% | +64.2% | +43.5% |
| YTD | +15.1% | +28.2% | -13.2% | -0.7% |
| 1Y | +18.7% | +22.2% | -3.5% | +3.8% |
| 3Y | +72.1% | +222.1% | -150.0% | -3.0% |
| 5Y | +92.8% | +364.1% | -271.3% | -10.8% |
| All | +553.1% | +1,832.8% | -1,279.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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