+127.9%
PWR vs MSTU
-88.1%
+216.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.8% | +5.5% | -0.8% |
| 7D | -0.2% | -22.0% | +21.8% | +1.5% |
| 30D | -7.7% | +60.3% | -68.0% | -12.2% |
| 3M | -4.9% | -3.7% | -1.2% | -7.1% |
| 6M | +9.7% | -45.2% | +54.9% | +10.5% |
| YTD | +46.7% | -64.3% | +111.0% | +48.3% |
| 1Y | +58.7% | -94.0% | +152.7% | +80.2% |
| All | +127.9% | -88.1% | +216.0% | +127.0% |
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