+41.3%
MPWR vs GIS
-21.4%
+62.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -2.3% |
| 7D | -1.3% | -8.6% | +7.3% | -7.0% |
| 30D | -12.8% | -0.5% | -12.4% | -12.7% |
| 3M | -21.3% | +11.9% | -33.2% | -13.9% |
| 6M | +13.7% | -11.6% | +25.3% | +11.3% |
| YTD | +33.3% | -16.3% | +49.6% | +27.2% |
| 1Y | +41.3% | -21.8% | +63.1% | +29.4% |
| All | +41.3% | -21.4% | +62.7% | +29.4% |
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