+446.0%
PWR vs MSI
+103.4%
+342.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +3.6% | -3.7% | +7.3% | +5.4% |
| 30D | -8.6% | +6.8% | -15.4% | -12.0% |
| 3M | -13.2% | +14.3% | -27.5% | -19.7% |
| 6M | +9.9% | -1.6% | +11.5% | +9.7% |
| YTD | +48.0% | +22.8% | +25.2% | +29.6% |
| 1Y | +66.2% | -1.1% | +67.3% | +64.8% |
| 3Y | +195.1% | +70.5% | +124.6% | +104.1% |
| All | +446.0% | +103.4% | +342.6% | +230.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling