+145.7%
MPWR vs BTSG
+495.4%
-349.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | +27.9% | +8.5% | +19.4% | +25.1% |
| 30D | +9.7% | +14.0% | -4.4% | +6.0% |
| 3M | +1.7% | +19.7% | -18.0% | -3.2% |
| 6M | -9.2% | +28.7% | -38.0% | -17.1% |
| YTD | +60.5% | +90.8% | -30.3% | +30.7% |
| 1Y | +52.0% | +112.4% | -60.4% | +20.3% |
| All | +145.7% | +495.4% | -349.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling