+119.9%
MS vs PWR
+396.6%
-276.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.2% | +0.2% |
| 7D | +0.7% | -4.8% | +5.5% | +1.4% |
| 30D | -0.9% | -16.2% | +15.3% | +3.8% |
| 3M | -13.0% | -11.9% | -1.0% | -10.7% |
| 6M | -2.0% | -20.6% | +18.6% | +3.2% |
| YTD | +7.8% | +40.3% | -32.5% | -8.3% |
| 1Y | +17.9% | +33.0% | -15.2% | +2.0% |
| 3Y | +174.8% | +250.0% | -75.2% | +58.2% |
| 5Y | +119.9% | +404.2% | -284.3% | +12.2% |
| All | +119.9% | +396.6% | -276.8% | +12.2% |
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