+1,542.6%
MPWR vs FAST
+586.8%
+955.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | -1.7% | +2.1% | -3.8% | -3.2% |
| 30D | -16.5% | +6.9% | -23.4% | -20.8% |
| 3M | -12.3% | +4.8% | -17.1% | -15.6% |
| 6M | -27.7% | +19.8% | -47.5% | -37.4% |
| YTD | +32.0% | +34.9% | -2.9% | +4.1% |
| 1Y | +25.1% | +32.8% | -7.7% | -0.3% |
| 3Y | +146.5% | +93.7% | +52.7% | +43.3% |
| 5Y | +126.0% | +105.3% | +20.7% | +25.6% |
| All | +1,542.6% | +586.8% | +955.8% | +422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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