+148.8%
MPWR vs GIS
-33.5%
+182.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -1.1% |
| 7D | -0.6% | -8.3% | +7.7% | -4.4% |
| 30D | -13.1% | +2.2% | -15.2% | -12.0% |
| 3M | -21.7% | +15.7% | -37.4% | -15.9% |
| 6M | +19.5% | -12.0% | +31.5% | +18.1% |
| YTD | +34.9% | -15.0% | +49.9% | +32.5% |
| 1Y | +42.0% | -20.1% | +62.1% | +37.5% |
| 3Y | +148.8% | -34.6% | +183.4% | +140.0% |
| All | +148.8% | -33.5% | +182.3% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling