+32.5%
MPWR vs GFS
+15.5%
+17.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.9% | +0.9% | -1.8% |
| 7D | +4.1% | -12.5% | +16.6% | +11.6% |
| 30D | -14.8% | -16.9% | +2.1% | -6.3% |
| 3M | -5.4% | -22.3% | +16.9% | +7.2% |
| 6M | -19.6% | -40.2% | +20.6% | +6.5% |
| YTD | +39.8% | +16.0% | +23.9% | +26.2% |
| 1Y | +32.5% | +17.7% | +14.9% | +16.8% |
| All | +32.5% | +15.5% | +17.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling