+607.1%
MS vs PWR
+1,832.8%
-1,225.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -3.5% |
| 7D | -1.6% | -12.9% | +11.3% | +3.7% |
| 30D | -3.8% | -22.8% | +19.1% | +7.1% |
| 3M | -14.6% | -19.0% | +4.4% | -7.8% |
| 6M | -5.1% | -31.1% | +26.0% | +9.2% |
| YTD | +4.5% | +28.2% | -23.7% | -14.3% |
| 1Y | +13.5% | +22.2% | -8.7% | -4.8% |
| 3Y | +160.4% | +222.1% | -61.7% | +18.3% |
| 5Y | +112.9% | +364.1% | -251.2% | -27.2% |
| All | +607.1% | +1,832.8% | -1,225.7% | -22.7% |
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