+2,809.1%
PWR vs MTSI
+1,308.1%
+1,501.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.2% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | -8.6% | +2.1% | -10.7% | -9.6% |
| 3M | -13.2% | -29.7% | +16.6% | -5.8% |
| 6M | +9.9% | +12.5% | -2.6% | +5.4% |
| YTD | +48.0% | +57.0% | -9.0% | +30.5% |
| 1Y | +66.2% | +103.9% | -37.8% | +37.0% |
| 3Y | +195.1% | +223.6% | -28.5% | +117.4% |
| 5Y | +442.6% | +321.6% | +121.0% | +272.9% |
| 10Y | +2,334.2% | +517.7% | +1,816.5% | +1,254.8% |
| All | +2,809.1% | +1,308.1% | +1,501.0% | +1,296.3% |
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