+1,632.0%
MPWR vs HST
+97.2%
+1,534.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -2.6% | -1.0% | -1.5% | -2.1% |
| 30D | -9.0% | -12.3% | +3.2% | -3.2% |
| 3M | -25.8% | -6.4% | -19.5% | -23.8% |
| 6M | +11.8% | +15.0% | -3.3% | +3.5% |
| YTD | +35.5% | +30.5% | +5.0% | +17.6% |
| 1Y | +45.3% | +35.7% | +9.6% | +23.0% |
| 3Y | +138.5% | +68.4% | +70.1% | +84.7% |
| 5Y | +152.8% | +73.1% | +79.6% | +96.1% |
| All | +1,632.0% | +97.2% | +1,534.9% | +1,154.4% |
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