+1,786.5%
MPWR vs FAST
+606.6%
+1,179.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.0% | +13.6% | +14.4% |
| 7D | +11.6% | +3.8% | +7.7% | +8.8% |
| 30D | +0.1% | +8.1% | -7.9% | -5.5% |
| 3M | -0.8% | +5.8% | -6.6% | -5.0% |
| 6M | -13.0% | +24.9% | -37.9% | -26.8% |
| YTD | +53.9% | +38.9% | +15.0% | +19.0% |
| 1Y | +45.8% | +36.5% | +9.4% | +14.1% |
| 3Y | +194.3% | +98.1% | +96.1% | +68.1% |
| 5Y | +160.1% | +109.3% | +50.8% | +42.3% |
| 10Y | +1,786.5% | +547.9% | +1,238.6% | +505.2% |
| All | +1,786.5% | +606.6% | +1,179.9% | +505.2% |
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