+32.4%
PWR vs MSI
+28.6%
+3.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.2% | -12.9% | -11.6% |
| 7D | -4.4% | +2.8% | -7.2% | -4.2% |
| 30D | -15.1% | +9.1% | -24.2% | -14.6% |
| 3M | -16.2% | +12.5% | -28.8% | -15.9% |
| 6M | -23.3% | +14.2% | -37.6% | -22.4% |
| YTD | +37.6% | +30.7% | +6.9% | +39.3% |
| 1Y | +32.4% | +27.5% | +4.9% | +44.5% |
| All | +32.4% | +28.6% | +3.8% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling