+141.0%
GS vs MPWR
+117.3%
+23.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.3% | +3.9% | -3.9% |
| 7D | -6.3% | -5.6% | -0.7% | -5.2% |
| 30D | -3.1% | -23.2% | +20.1% | +2.7% |
| 3M | -17.7% | -15.8% | -1.9% | -14.9% |
| 6M | -4.6% | -28.5% | +24.0% | +1.4% |
| YTD | +0.3% | +25.5% | -25.2% | -7.1% |
| 1Y | +11.7% | +13.9% | -2.2% | +5.7% |
| 3Y | +183.6% | +134.6% | +49.0% | +113.8% |
| 5Y | +141.0% | +114.8% | +26.1% | +67.9% |
| All | +141.0% | +117.3% | +23.6% | +67.9% |
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