+354.9%
PWR vs MTSI
+183.3%
+171.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.8% | -4.6% | +1.4% |
| 7D | -12.9% | -10.0% | -2.9% | -8.9% |
| 30D | -22.8% | -37.2% | +14.3% | -6.2% |
| 3M | -19.0% | -30.1% | +11.0% | -7.0% |
| 6M | -31.1% | -31.9% | +0.8% | -21.9% |
| YTD | +28.2% | +23.2% | +5.1% | +9.8% |
| 1Y | +22.2% | +26.4% | -4.2% | +3.3% |
| 3Y | +222.1% | +186.2% | +36.0% | +81.3% |
| All | +354.9% | +183.3% | +171.5% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling