+2,348.3%
PWR vs MTSI
+513.8%
+1,834.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.3% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | -8.6% | +2.1% | -10.7% | -9.7% |
| 3M | -13.2% | -29.7% | +16.6% | -5.0% |
| 6M | +9.9% | +12.5% | -2.6% | +4.8% |
| YTD | +48.0% | +57.0% | -9.0% | +28.5% |
| 1Y | +66.2% | +103.9% | -37.8% | +33.9% |
| 3Y | +195.1% | +223.6% | -28.5% | +109.9% |
| 5Y | +442.6% | +321.6% | +121.0% | +257.3% |
| All | +2,348.3% | +513.8% | +1,834.5% | +1,137.7% |
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