+156.7%
GS vs MPWR
+141.1%
+15.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.6% | +4.7% |
| 7D | +0.3% | +4.1% | -3.8% | -0.8% |
| 30D | +3.9% | -14.8% | +18.7% | +7.4% |
| 3M | -11.4% | -5.4% | -6.0% | -11.0% |
| 6M | +3.7% | -19.6% | +23.3% | +7.1% |
| YTD | +7.1% | +39.8% | -32.7% | -3.3% |
| 1Y | +19.7% | +32.5% | -12.9% | +9.3% |
| 3Y | +202.8% | +161.4% | +41.4% | +122.7% |
| 5Y | +156.7% | +144.5% | +12.2% | +74.1% |
| All | +156.7% | +141.1% | +15.6% | +74.1% |
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