+107.4%
MPWR vs BTSG
+406.1%
-298.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.1% |
| 7D | -2.6% | +2.7% | -5.3% | -3.3% |
| 30D | -9.0% | -3.6% | -5.4% | -8.4% |
| 3M | -25.8% | +5.8% | -31.6% | -28.5% |
| 6M | +11.8% | +44.7% | -33.0% | -2.0% |
| YTD | +35.5% | +62.2% | -26.7% | +15.3% |
| 1Y | +45.3% | +152.1% | -106.8% | +10.7% |
| All | +107.4% | +406.1% | -298.7% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling