+114.8%
MPWR vs HST
+70.3%
+44.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.7% | -4.6% | -5.9% |
| 7D | -5.6% | -4.2% | -1.5% | -2.2% |
| 30D | -23.2% | +9.6% | -32.8% | -28.3% |
| 3M | -15.8% | -1.1% | -14.7% | -15.4% |
| 6M | -28.5% | +21.1% | -49.6% | -39.3% |
| YTD | +25.5% | +47.1% | -21.6% | -8.9% |
| 1Y | +13.9% | +64.0% | -50.1% | -25.1% |
| 3Y | +134.6% | +77.1% | +57.4% | +44.8% |
| 5Y | +114.8% | +71.8% | +43.1% | +27.9% |
| All | +114.8% | +70.3% | +44.6% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling