+167.3%
MPWR vs FIS
-72.9%
+240.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -0.6% |
| 7D | +27.9% | -3.5% | +31.4% | +29.0% |
| 30D | +9.7% | -19.4% | +29.1% | +14.4% |
| 3M | +1.7% | -31.6% | +33.3% | +10.4% |
| 6M | -9.2% | -32.5% | +23.3% | -2.5% |
| YTD | +60.5% | -56.0% | +116.5% | +101.5% |
| 1Y | +52.0% | -55.5% | +107.6% | +90.1% |
| 3Y | +193.1% | -41.3% | +234.5% | +219.4% |
| 5Y | +167.3% | -72.3% | +239.5% | +269.7% |
| All | +167.3% | -72.9% | +240.2% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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