-27.7%
MPWR vs FIS
-37.0%
+9.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.5% | +4.6% |
| 7D | -1.7% | -25.5% | +23.7% | -9.2% |
| 30D | -16.5% | -15.1% | -1.5% | -14.6% |
| 3M | -12.3% | -32.1% | +19.8% | -24.0% |
| 6M | -27.7% | -36.1% | +8.3% | -38.8% |
| All | -27.7% | -37.0% | +9.2% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling