+130.4%
MPWR vs BTSG
+504.1%
-373.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.8% | -7.0% | -3.5% |
| 7D | +2.2% | +3.8% | -1.6% | +1.3% |
| 30D | -2.1% | +13.7% | -15.8% | -5.3% |
| 3M | -1.6% | +18.0% | -19.5% | -6.1% |
| 6M | -14.9% | +32.2% | -47.1% | -22.9% |
| YTD | +50.5% | +93.6% | -43.0% | +22.1% |
| 1Y | +40.0% | +115.9% | -75.9% | +10.2% |
| All | +130.4% | +504.1% | -373.7% | +44.8% |
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