+1,796.7%
PWR vs MTSI
+454.4%
+1,342.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -11.2% | -3.8% | -7.4% | -10.1% |
| 30D | -17.4% | -31.4% | +14.0% | -8.2% |
| 3M | -11.7% | -23.8% | +12.0% | -5.3% |
| 6M | -21.7% | -37.1% | +15.4% | -12.1% |
| YTD | +38.3% | +32.2% | +6.0% | +25.5% |
| 1Y | +29.6% | +26.9% | +2.6% | +18.9% |
| 3Y | +236.1% | +193.7% | +42.4% | +145.9% |
| 5Y | +406.3% | +218.0% | +188.3% | +256.6% |
| 10Y | +1,796.7% | +477.8% | +1,319.0% | +944.0% |
| All | +1,796.7% | +454.4% | +1,342.3% | +944.0% |
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