+114.8%
MPWR vs FAST
+102.7%
+12.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.6% | -9.7% | -9.8% |
| 7D | -5.6% | +0.7% | -6.3% | -6.1% |
| 30D | -23.2% | +4.6% | -27.9% | -26.1% |
| 3M | -15.8% | +6.4% | -22.1% | -20.0% |
| 6M | -28.5% | +20.6% | -49.1% | -38.9% |
| YTD | +25.5% | +34.7% | -9.2% | -2.7% |
| 1Y | +13.9% | +29.7% | -15.8% | -9.0% |
| 3Y | +134.6% | +89.9% | +44.6% | +25.6% |
| 5Y | +114.8% | +105.0% | +9.9% | +4.0% |
| All | +114.8% | +102.7% | +12.2% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling