+123.1%
MPWR vs HST
+72.3%
+50.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | -1.7% | -2.7% | +0.9% | +0.6% |
| 30D | -16.5% | +10.7% | -27.2% | -22.7% |
| 3M | -12.3% | +6.3% | -18.5% | -16.3% |
| 6M | -27.7% | +19.0% | -46.7% | -37.7% |
| YTD | +32.0% | +47.0% | -15.0% | -4.2% |
| 1Y | +25.1% | +53.4% | -28.4% | -12.6% |
| 3Y | +146.5% | +78.0% | +68.5% | +51.7% |
| All | +123.1% | +72.3% | +50.8% | +33.8% |
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