+1,865.8%
PWR vs MAS
+230.1%
+1,635.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +7.2% |
| 7D | -4.8% | +3.3% | -8.1% | -6.5% |
| 30D | -16.2% | +25.5% | -41.7% | -25.6% |
| 3M | -11.9% | +11.8% | -23.7% | -17.4% |
| 6M | -20.6% | +21.3% | -41.9% | -29.4% |
| YTD | +40.3% | +37.7% | +2.5% | +14.4% |
| 1Y | +33.0% | +41.0% | -8.0% | +7.0% |
| 3Y | +250.0% | +63.0% | +187.0% | +147.7% |
| 5Y | +404.2% | +44.1% | +360.0% | +274.7% |
| 10Y | +1,865.8% | +224.3% | +1,641.6% | +804.2% |
| All | +1,865.8% | +230.1% | +1,635.7% | +804.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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