+129.6%
MPWR vs GFS
-3.9%
+133.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -0.6% | +2.6% | -3.2% | -2.3% |
| 30D | -13.1% | -16.4% | +3.3% | -2.9% |
| 3M | -21.7% | -41.6% | +19.9% | +9.3% |
| 6M | +19.5% | -3.7% | +23.2% | +18.6% |
| YTD | +34.9% | +29.3% | +5.6% | +8.3% |
| 1Y | +42.0% | +37.1% | +4.8% | +8.8% |
| 3Y | +148.8% | -22.1% | +170.9% | +165.0% |
| All | +129.6% | -3.9% | +133.5% | +140.5% |
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