+139.6%
PWR vs MSTZ
-99.1%
+238.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +4.9% |
| 7D | +4.2% | +17.0% | -12.9% | +5.4% |
| 30D | -4.0% | -61.8% | +57.7% | -9.2% |
| 3M | -4.8% | -54.6% | +49.8% | -7.2% |
| 6M | +14.6% | -59.3% | +73.9% | +13.5% |
| YTD | +54.2% | -74.6% | +128.8% | +52.5% |
| 1Y | +67.1% | -18.8% | +85.9% | +83.0% |
| All | +139.6% | -99.1% | +238.8% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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