+1,632.7%
MPWR vs FAST
+492.5%
+1,140.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.3% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -9.0% | -0.8% | -8.3% | -8.6% |
| 3M | -25.8% | +5.8% | -31.6% | -29.3% |
| 6M | +11.8% | +8.0% | +3.8% | +4.8% |
| YTD | +35.5% | +25.6% | +9.9% | +13.1% |
| 1Y | +45.3% | +0.8% | +44.5% | +41.3% |
| 3Y | +138.5% | +86.1% | +52.3% | +43.0% |
| 5Y | +152.8% | +100.2% | +52.6% | +44.1% |
| All | +1,632.7% | +492.5% | +1,140.2% | +461.3% |
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