+292.0%
MPWR vs EOSE
-60.2%
+352.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.0% |
| 7D | -2.3% | +14.0% | -16.3% | -4.1% |
| 30D | -15.4% | -5.9% | -9.5% | -15.2% |
| 3M | -19.4% | -34.3% | +14.9% | -16.2% |
| 6M | +12.7% | -37.8% | +50.5% | +16.0% |
| YTD | +31.3% | -65.2% | +96.5% | +42.5% |
| 1Y | +39.7% | -41.9% | +81.6% | +38.6% |
| 3Y | +142.2% | +44.6% | +97.6% | +89.7% |
| 5Y | +149.0% | -69.2% | +218.2% | +93.3% |
| All | +292.0% | -60.2% | +352.3% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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