+156.2%
MPWR vs GFS
-13.3%
+169.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | +2.2% | -5.3% | +7.5% | +6.3% |
| 30D | -2.1% | -15.8% | +13.7% | +8.8% |
| 3M | -1.6% | -18.6% | +17.1% | +11.3% |
| 6M | -14.9% | -45.0% | +30.0% | +21.2% |
| YTD | +50.5% | +16.8% | +33.8% | +27.9% |
| 1Y | +40.0% | +17.8% | +22.2% | +18.0% |
| 3Y | +175.0% | -21.5% | +196.5% | +190.8% |
| 5Y | +162.0% | -29.3% | +191.3% | +191.9% |
| All | +156.2% | -13.3% | +169.4% | +184.2% |
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