+51.5%
MPWR vs GIS
-21.2%
+72.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -2.2% |
| 7D | +16.8% | -3.4% | +20.2% | +14.3% |
| 30D | +11.9% | +6.9% | +5.0% | +18.5% |
| 3M | +2.2% | -10.1% | +12.3% | -2.6% |
| 6M | -15.5% | +5.9% | -21.3% | -8.7% |
| YTD | +54.2% | -21.1% | +75.3% | +45.6% |
| 1Y | +51.5% | -22.5% | +73.9% | +41.8% |
| All | +51.5% | -21.2% | +72.7% | +41.8% |
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