+124.0%
PWR vs MSTZ
-99.3%
+223.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.4% | +4.1% |
| 7D | +4.7% | +31.0% | -26.3% | +7.2% |
| 30D | -12.5% | +34.0% | -46.5% | -9.8% |
| 3M | -9.3% | -67.7% | +58.4% | -13.6% |
| 6M | -22.2% | -14.9% | -7.2% | -18.2% |
| YTD | +44.2% | -79.1% | +123.2% | +43.3% |
| 1Y | +35.5% | -58.9% | +94.5% | +42.7% |
| All | +124.0% | -99.3% | +223.3% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling