+236.1%
PWR vs MTSI
+210.0%
+26.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -11.2% | -3.8% | -7.4% | -9.8% |
| 30D | -17.4% | -31.4% | +14.0% | -3.3% |
| 3M | -11.7% | -23.8% | +12.0% | -2.3% |
| 6M | -21.7% | -37.1% | +15.4% | -7.5% |
| YTD | +38.3% | +32.2% | +6.0% | +13.9% |
| 1Y | +29.6% | +26.9% | +2.6% | +8.7% |
| 3Y | +236.1% | +193.7% | +42.4% | +82.4% |
| All | +236.1% | +210.0% | +26.1% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling