+135.4%
PWR vs MSTZ
-99.2%
+234.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.2% | -5.8% | +2.9% |
| 7D | +4.5% | -25.4% | +29.9% | +3.0% |
| 30D | -4.9% | -60.9% | +56.0% | -9.9% |
| 3M | -7.9% | -54.2% | +46.3% | -10.1% |
| 6M | +18.3% | -65.0% | +83.3% | +15.9% |
| YTD | +51.5% | -76.5% | +128.0% | +48.9% |
| 1Y | +70.3% | -23.4% | +93.7% | +85.6% |
| All | +135.4% | -99.2% | +234.6% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling