+121.8%
PWR vs MSTU
-92.2%
+214.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.3% |
| 7D | +11.3% | -25.8% | +37.1% | +13.7% |
| 30D | -8.9% | -43.9% | +35.0% | -5.5% |
| 3M | -10.5% | +2.9% | -13.4% | -13.0% |
| 6M | -22.2% | -75.5% | +53.3% | -17.1% |
| YTD | +42.7% | -76.7% | +119.5% | +47.2% |
| 1Y | +41.1% | -88.9% | +130.1% | +52.8% |
| All | +121.8% | -92.2% | +214.0% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling