+1,791.8%
MPWR vs HST
+143.2%
+1,648.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +5.3% | +8.7% | +11.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.3% |
| 30D | -2.1% | +14.5% | -16.6% | -8.2% |
| 3M | -1.6% | +15.4% | -17.0% | -8.2% |
| 6M | -14.9% | +22.0% | -36.9% | -23.3% |
| YTD | +50.5% | +54.9% | -4.3% | +20.3% |
| 1Y | +40.0% | +54.0% | -14.0% | +12.0% |
| 3Y | +175.0% | +90.4% | +84.5% | +100.2% |
| 5Y | +162.0% | +84.2% | +77.7% | +94.1% |
| 10Y | +1,791.8% | +144.6% | +1,647.2% | +1,197.5% |
| All | +1,791.8% | +143.2% | +1,648.6% | +1,197.5% |
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