+2,271.7%
PWR vs MTSI
+896.6%
+1,375.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -18.4% | +6.1% | -7.4% |
| 7D | -19.9% | -24.6% | +4.7% | -13.7% |
| 30D | -29.3% | -45.7% | +16.5% | -17.2% |
| 3M | -25.5% | -27.7% | +2.3% | -19.7% |
| 6M | -34.0% | -37.3% | +3.3% | -26.7% |
| YTD | +20.7% | +11.1% | +9.6% | +15.9% |
| 1Y | +12.3% | +27.2% | -14.8% | +4.2% |
| 3Y | +201.9% | +153.7% | +48.2% | +137.2% |
| 5Y | +336.8% | +159.0% | +177.8% | +236.0% |
| 10Y | +1,748.9% | +405.6% | +1,343.3% | +995.6% |
| All | +2,271.7% | +896.6% | +1,375.1% | +1,140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling