+13,397.9%
MPWR vs FAST
+2,149.3%
+11,248.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.6% | -9.7% | -9.9% |
| 7D | -5.6% | +0.7% | -6.3% | -6.0% |
| 30D | -23.2% | +4.6% | -27.9% | -25.6% |
| 3M | -15.8% | +6.4% | -22.1% | -19.2% |
| 6M | -28.5% | +20.6% | -49.1% | -36.8% |
| YTD | +25.5% | +34.7% | -9.2% | +3.3% |
| 1Y | +13.9% | +29.7% | -15.8% | -4.1% |
| 3Y | +134.6% | +89.9% | +44.6% | +54.0% |
| 5Y | +114.8% | +105.0% | +9.9% | +35.9% |
| 10Y | +1,499.3% | +594.2% | +905.1% | +406.1% |
| All | +13,397.9% | +2,149.3% | +11,248.6% | +2,021.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling