+130.9%
PWR vs MSTZ
-99.2%
+230.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.3% | -1.5% |
| 7D | +2.7% | -23.6% | +26.2% | +1.3% |
| 30D | -5.1% | -60.7% | +55.6% | -10.1% |
| 3M | -9.4% | -58.3% | +48.9% | -12.2% |
| 6M | +10.4% | -60.0% | +70.4% | +9.1% |
| YTD | +48.6% | -75.2% | +123.9% | +46.7% |
| 1Y | +68.0% | -19.9% | +87.9% | +83.8% |
| All | +130.9% | -99.2% | +230.1% | +117.6% |
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