+1,679.2%
MPWR vs GIS
-19.2%
+1,698.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -1.3% | -8.6% | +7.3% | -1.4% |
| 30D | -12.8% | -0.5% | -12.4% | -12.9% |
| 3M | -21.3% | +11.9% | -33.2% | -21.6% |
| 6M | +13.7% | -11.6% | +25.3% | +14.9% |
| YTD | +33.3% | -16.3% | +49.6% | +34.9% |
| 1Y | +41.3% | -21.8% | +63.1% | +43.7% |
| 3Y | +145.8% | -35.7% | +181.4% | +152.3% |
| 5Y | +155.6% | -22.9% | +178.5% | +143.8% |
| 10Y | +1,679.2% | -16.8% | +1,696.0% | +1,564.9% |
| All | +1,679.2% | -19.2% | +1,698.4% | +1,564.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling