+1,121.5%
MS vs PWR
+6,979.4%
-5,857.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.3% | +6.4% | -1.4% |
| 7D | -3.4% | -19.9% | +16.5% | +4.0% |
| 30D | -3.9% | -29.3% | +25.3% | +8.0% |
| 3M | -15.9% | -25.5% | +9.6% | -7.7% |
| 6M | -2.5% | -34.0% | +31.5% | +10.6% |
| YTD | +5.1% | +20.7% | -15.6% | -5.8% |
| 1Y | +13.0% | +12.3% | +0.6% | +3.7% |
| 3Y | +160.7% | +201.9% | -41.2% | +60.2% |
| 5Y | +114.0% | +336.8% | -222.7% | +11.8% |
| 10Y | +637.5% | +1,748.9% | -1,111.4% | +126.4% |
| All | +1,121.5% | +6,979.4% | -5,857.9% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling