+173.1%
MPWR vs GFS
-9.0%
+182.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +27.9% | +17.2% | +10.7% | +16.2% |
| 30D | +9.7% | -8.7% | +18.4% | +16.0% |
| 3M | +1.7% | -19.7% | +21.4% | +16.1% |
| 6M | -9.2% | -40.7% | +31.5% | +23.4% |
| YTD | +60.5% | +22.5% | +38.0% | +32.5% |
| 1Y | +52.0% | +25.2% | +26.8% | +23.4% |
| 3Y | +193.1% | -17.7% | +210.8% | +201.1% |
| 5Y | +167.3% | -23.5% | +190.8% | +189.1% |
| All | +173.1% | -9.0% | +182.1% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling