+35.0%
PWR vs MSTZ
-52.7%
+87.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.8% | -13.1% | +0.7% |
| 7D | +19.1% | +25.6% | -6.5% | +21.3% |
| 30D | -12.0% | +50.6% | -62.6% | -8.2% |
| 3M | -10.6% | -64.5% | +53.9% | -14.3% |
| 6M | -20.8% | -14.0% | -6.8% | -15.4% |
| YTD | +43.7% | -76.4% | +120.1% | +43.3% |
| 1Y | +35.0% | -56.2% | +91.2% | +47.3% |
| All | +35.0% | -52.7% | +87.7% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling