+545.7%
MS vs PWR
+1,806.4%
-1,260.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.9% |
| 7D | +0.8% | -11.2% | +12.0% | +5.3% |
| 30D | -0.7% | -17.4% | +16.7% | +6.9% |
| 3M | -12.4% | -11.7% | -0.6% | -9.3% |
| 6M | -1.7% | -21.7% | +20.0% | +6.1% |
| YTD | +8.0% | +38.3% | -30.2% | -14.5% |
| 1Y | +16.2% | +29.6% | -13.4% | -5.2% |
| 3Y | +171.3% | +236.1% | -64.8% | +21.8% |
| 5Y | +124.8% | +406.3% | -281.6% | -25.9% |
| All | +545.7% | +1,806.4% | -1,260.8% | -23.3% |
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