+1,317.3%
GS vs MPWR
+15,734.2%
-14,416.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +0.9% | -2.6% | +3.5% | +1.7% |
| 30D | -1.6% | -9.0% | +7.5% | +1.1% |
| 3M | -4.5% | -25.8% | +21.4% | +3.3% |
| 6M | +20.9% | +11.8% | +9.1% | +14.3% |
| YTD | +19.9% | +35.5% | -15.6% | +6.5% |
| 1Y | +41.4% | +45.3% | -3.9% | +21.9% |
| 3Y | +239.2% | +138.5% | +100.7% | +130.7% |
| 5Y | +185.0% | +152.8% | +32.3% | +75.2% |
| 10Y | +655.0% | +1,616.6% | -961.6% | +128.9% |
| All | +1,317.3% | +15,734.2% | -14,416.9% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling