+122.9%
MS vs PWR
+411.6%
-288.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +5.1% | +11.3% | -6.2% | +1.5% |
| 30D | +5.7% | -8.9% | +14.5% | +7.7% |
| 3M | -12.2% | -10.5% | -1.7% | -10.3% |
| 6M | -0.5% | -22.2% | +21.7% | +5.6% |
| YTD | +9.8% | +42.7% | -32.9% | -7.1% |
| 1Y | +17.7% | +41.1% | -23.4% | -0.2% |
| 3Y | +176.8% | +242.7% | -65.9% | +61.1% |
| All | +122.9% | +411.6% | -288.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling