+1,348.9%
MS vs PWR
+8,583.6%
-7,234.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +1.4% | +3.6% | -2.2% | +0.1% |
| 30D | -0.3% | -8.6% | +8.3% | +2.8% |
| 3M | +0.3% | -13.2% | +13.5% | +4.4% |
| 6M | +31.3% | +9.9% | +21.4% | +24.1% |
| YTD | +24.7% | +48.0% | -23.4% | +4.9% |
| 1Y | +47.9% | +66.2% | -18.3% | +18.6% |
| 3Y | +178.3% | +195.1% | -16.8% | +74.2% |
| 5Y | +144.9% | +442.6% | -297.7% | +19.5% |
| 10Y | +804.5% | +2,334.2% | -1,529.7% | +154.4% |
| All | +1,348.9% | +8,583.6% | -7,234.7% | +188.7% |
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 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