+1,826.8%
PWR vs MAS
+213.7%
+1,613.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +7.2% |
| 7D | -12.9% | +2.0% | -14.8% | -14.1% |
| 30D | -22.8% | +19.4% | -42.2% | -29.9% |
| 3M | -19.0% | +9.4% | -28.4% | -23.4% |
| 6M | -31.1% | +15.3% | -46.4% | -37.3% |
| YTD | +28.2% | +31.3% | -3.1% | +6.9% |
| 1Y | +22.2% | +34.9% | -12.7% | +0.2% |
| 3Y | +222.1% | +58.6% | +163.5% | +130.0% |
| 5Y | +364.1% | +40.7% | +323.4% | +246.8% |
| All | +1,826.8% | +213.7% | +1,613.1% | +788.9% |
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