-34.0%
PWR vs MTSI
-35.1%
+1.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -18.4% | +6.1% | -4.4% |
| 7D | -19.9% | -24.6% | +4.7% | -9.9% |
| 30D | -29.3% | -45.7% | +16.5% | -10.1% |
| 3M | -25.5% | -27.7% | +2.3% | -16.2% |
| 6M | -34.0% | -37.3% | +3.3% | -22.0% |
| All | -34.0% | -35.1% | +1.0% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling