+1,865.4%
MPWR vs HST
+133.9%
+1,731.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | +27.9% | +3.6% | +24.3% | +25.7% |
| 30D | +9.7% | +9.9% | -0.2% | +4.9% |
| 3M | +1.7% | +12.9% | -11.2% | -4.2% |
| 6M | -9.2% | +22.9% | -32.1% | -18.6% |
| YTD | +60.5% | +52.4% | +8.1% | +29.0% |
| 1Y | +52.0% | +52.5% | -0.5% | +22.0% |
| 3Y | +193.1% | +87.4% | +105.7% | +114.7% |
| 5Y | +167.3% | +82.9% | +84.3% | +98.7% |
| All | +1,865.4% | +133.9% | +1,731.5% | +1,272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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