+130.6%
MPWR vs GFS
-3.7%
+134.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.1% |
| 7D | -2.6% | +1.0% | -3.6% | -3.2% |
| 30D | -9.0% | -8.6% | -0.4% | -4.1% |
| 3M | -25.8% | -46.5% | +20.7% | +9.7% |
| 6M | +11.8% | -4.8% | +16.6% | +11.8% |
| YTD | +35.5% | +29.7% | +5.9% | +8.6% |
| 1Y | +45.3% | +35.8% | +9.5% | +12.0% |
| 3Y | +138.5% | -18.3% | +156.8% | +146.3% |
| All | +130.6% | -3.7% | +134.3% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling