+1,827.1%
PWR vs MTSI
+448.7%
+1,378.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.8% | -4.6% | +3.0% |
| 7D | -12.9% | -10.0% | -2.9% | -10.1% |
| 30D | -22.8% | -37.2% | +14.3% | -12.0% |
| 3M | -19.0% | -30.1% | +11.1% | -10.9% |
| 6M | -31.1% | -31.9% | +0.8% | -24.5% |
| YTD | +28.3% | +23.2% | +5.1% | +18.7% |
| 1Y | +22.2% | +26.4% | -4.2% | +12.4% |
| 3Y | +222.2% | +186.2% | +36.0% | +137.7% |
| 5Y | +364.2% | +187.0% | +177.1% | +235.3% |
| All | +1,827.1% | +448.7% | +1,378.4% | +969.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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