+185.7%
GS vs MPWR
+153.3%
+32.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | +0.9% | -2.6% | +3.5% | +1.6% |
| 30D | -1.6% | -9.0% | +7.5% | +0.5% |
| 3M | -4.5% | -25.8% | +21.4% | +1.5% |
| 6M | +20.9% | +11.8% | +9.1% | +15.9% |
| YTD | +19.9% | +35.5% | -15.6% | +9.7% |
| 1Y | +41.4% | +45.3% | -3.9% | +26.6% |
| 3Y | +239.2% | +138.5% | +100.7% | +155.0% |
| All | +185.7% | +153.3% | +32.5% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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