+222.1%
PWR vs MAS
+58.1%
+164.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.7% |
| 7D | -12.9% | +2.0% | -14.8% | -13.4% |
| 30D | -22.8% | +19.4% | -42.2% | -26.9% |
| 3M | -19.0% | +9.4% | -28.4% | -21.3% |
| 6M | -31.1% | +15.3% | -46.4% | -34.5% |
| YTD | +28.2% | +31.3% | -3.1% | +15.1% |
| 1Y | +22.2% | +34.9% | -12.7% | +8.5% |
| 3Y | +222.1% | +58.6% | +163.5% | +143.5% |
| All | +222.1% | +58.1% | +164.0% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling