+1,542.6%
MPWR vs HST
+142.8%
+1,399.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | -1.7% | -2.7% | +0.9% | -0.2% |
| 30D | -16.5% | +10.7% | -27.2% | -20.6% |
| 3M | -12.3% | +6.3% | -18.5% | -14.9% |
| 6M | -27.7% | +19.0% | -46.7% | -34.2% |
| YTD | +32.0% | +47.0% | -15.0% | +8.0% |
| 1Y | +25.1% | +53.4% | -28.4% | 0.0% |
| 3Y | +146.5% | +78.0% | +68.5% | +85.1% |
| 5Y | +126.0% | +71.7% | +54.4% | +72.7% |
| All | +1,542.6% | +142.8% | +1,399.8% | +1,048.1% |
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