+130.9%
PWR vs MSTU
-87.2%
+218.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.5% |
| 7D | +2.7% | +12.9% | -10.3% | +1.3% |
| 30D | -5.1% | +68.3% | -73.5% | -10.0% |
| 3M | -9.4% | +0.4% | -9.7% | -11.7% |
| 6M | +10.4% | -41.5% | +51.9% | +10.6% |
| YTD | +48.6% | -61.7% | +110.4% | +49.5% |
| 1Y | +68.0% | -93.7% | +161.7% | +90.0% |
| All | +130.9% | -87.2% | +218.2% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling