+1,542.6%
MPWR vs HAS
+101.4%
+1,441.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.5% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -16.5% | +31.0% | -47.5% | -27.3% |
| 3M | -12.3% | +30.7% | -42.9% | -23.6% |
| 6M | -27.7% | +23.9% | -51.6% | -36.2% |
| YTD | +32.0% | +48.3% | -16.3% | +5.6% |
| 1Y | +25.1% | +60.2% | -35.1% | -3.8% |
| 3Y | +146.5% | +189.2% | -42.7% | +41.1% |
| 5Y | +126.0% | +50.4% | +75.6% | +74.1% |
| All | +1,542.6% | +101.4% | +1,441.3% | +929.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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