+2,328.7%
PWR vs MAS
+137.9%
+2,190.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | -8.6% | -5.6% | -3.0% | -6.1% |
| 3M | -13.2% | +4.4% | -17.6% | -16.1% |
| 6M | +9.9% | +7.2% | +2.7% | +4.0% |
| YTD | +48.0% | +16.1% | +31.9% | +32.6% |
| 1Y | +66.2% | +0.1% | +66.1% | +60.4% |
| 3Y | +195.1% | +28.3% | +166.8% | +138.7% |
| 5Y | +442.6% | +30.5% | +412.1% | +322.4% |
| All | +2,328.7% | +137.9% | +2,190.7% | +1,194.7% |
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