+70.3%
PWR vs MSI
-2.0%
+72.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | +4.5% | -5.8% | +10.3% | +4.4% |
| 30D | -4.9% | -1.0% | -3.9% | -4.9% |
| 3M | -7.9% | +14.2% | -22.0% | -8.6% |
| 6M | +18.3% | +1.0% | +17.3% | +19.0% |
| YTD | +51.5% | +21.5% | +30.0% | +52.8% |
| 1Y | +70.3% | -2.1% | +72.4% | +73.6% |
| All | +70.3% | -2.0% | +72.3% | +73.6% |
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