+250.0%
PWR vs MSI
+76.3%
+173.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.7% | +8.7% |
| 7D | -4.8% | +8.3% | -13.1% | -6.7% |
| 30D | -16.2% | +18.9% | -35.1% | -20.1% |
| 3M | -11.9% | +13.2% | -25.2% | -15.0% |
| 6M | -20.6% | +38.3% | -58.8% | -29.3% |
| YTD | +40.3% | +38.9% | +1.4% | +23.2% |
| 1Y | +33.0% | +36.7% | -3.7% | +17.8% |
| 3Y | +250.0% | +76.6% | +173.4% | +165.9% |
| All | +250.0% | +76.3% | +173.7% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling