+40.0%
MPWR vs GIS
-21.0%
+60.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.8% |
| 7D | +2.2% | +1.5% | +0.7% | +3.7% |
| 30D | -2.1% | +9.2% | -11.3% | +5.3% |
| 3M | -1.6% | -5.4% | +3.8% | -2.9% |
| 6M | -14.9% | +3.4% | -18.4% | -8.5% |
| YTD | +50.5% | -20.5% | +71.0% | +41.6% |
| 1Y | +40.0% | -20.0% | +60.0% | +33.2% |
| All | +40.0% | -21.0% | +60.9% | +33.2% |
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