+72.1%
MA vs PWR
+245.6%
-173.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +0.3% |
| 7D | -0.3% | -4.8% | +4.4% | -0.4% |
| 30D | +11.3% | -16.2% | +27.5% | +11.7% |
| 3M | +16.7% | -11.9% | +28.6% | +16.8% |
| 6M | +32.8% | -20.6% | +53.4% | +33.3% |
| YTD | +15.6% | +40.3% | -24.6% | +9.2% |
| 1Y | +19.6% | +33.0% | -13.4% | +13.6% |
| 3Y | +72.1% | +250.0% | -177.9% | +34.5% |
| All | +72.1% | +245.6% | -173.5% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling