+1,166.4%
GS vs MPWR
+16,239.8%
-15,073.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.6% | +5.1% |
| 7D | +0.3% | +4.1% | -3.8% | -1.1% |
| 30D | +3.9% | -14.8% | +18.7% | +8.5% |
| 3M | -11.4% | -5.4% | -6.0% | -10.9% |
| 6M | +3.7% | -19.6% | +23.3% | +8.1% |
| YTD | +7.1% | +39.8% | -32.7% | -6.5% |
| 1Y | +19.7% | +32.5% | -12.9% | +6.0% |
| 3Y | +202.8% | +161.4% | +41.4% | +99.4% |
| 5Y | +156.7% | +144.5% | +12.2% | +58.6% |
| 10Y | +548.7% | +1,682.6% | -1,133.8% | +92.9% |
| All | +1,166.4% | +16,239.8% | -15,073.5% | +97.3% |
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