+146.5%
MPWR vs GFS
-27.1%
+173.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.2% | -1.0% | +1.2% |
| 7D | -1.7% | -7.8% | +6.1% | +3.7% |
| 30D | -16.5% | -19.7% | +3.1% | -4.8% |
| 3M | -12.3% | -23.1% | +10.8% | +2.2% |
| 6M | -27.7% | -46.4% | +18.6% | +5.0% |
| YTD | +32.0% | +11.0% | +21.0% | +13.4% |
| 1Y | +25.1% | +12.6% | +12.4% | +6.0% |
| 3Y | +146.5% | -24.9% | +171.4% | +164.9% |
| All | +146.5% | -27.1% | +173.6% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling