+446.0%
PWR vs MTSI
+320.9%
+125.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.8% |
| 7D | +3.6% | +1.4% | +2.2% | +2.9% |
| 30D | -8.6% | +2.1% | -10.7% | -10.5% |
| 3M | -13.2% | -29.7% | +16.6% | -0.6% |
| 6M | +9.9% | +12.5% | -2.6% | +0.6% |
| YTD | +48.0% | +57.0% | -9.0% | +15.8% |
| 1Y | +66.2% | +103.9% | -37.8% | +14.4% |
| 3Y | +195.1% | +223.6% | -28.5% | +60.3% |
| All | +446.0% | +320.9% | +125.2% | +155.2% |
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