+32.5%
MPWR vs GIS
-17.8%
+50.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.2% | -10.3% | -1.5% |
| 7D | +4.1% | +8.5% | -4.4% | +10.3% |
| 30D | -14.8% | +15.3% | -30.1% | -5.2% |
| 3M | -5.4% | +0.9% | -6.3% | -2.7% |
| 6M | -19.6% | +7.9% | -27.5% | -11.5% |
| YTD | +39.8% | -17.6% | +57.4% | +35.4% |
| 1Y | +32.5% | -17.4% | +49.9% | +29.0% |
| All | +32.5% | -17.8% | +50.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling