+14,479.0%
MPWR vs HST
+205.4%
+14,273.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -2.6% | -1.0% | -1.5% | -2.2% |
| 30D | -9.0% | -12.3% | +3.2% | -4.3% |
| 3M | -25.8% | -6.4% | -19.5% | -24.2% |
| 6M | +11.8% | +15.0% | -3.3% | +5.2% |
| YTD | +35.5% | +30.5% | +5.0% | +21.2% |
| 1Y | +45.3% | +35.7% | +9.6% | +27.4% |
| 3Y | +138.5% | +68.4% | +70.1% | +95.2% |
| 5Y | +152.8% | +73.1% | +79.6% | +105.7% |
| 10Y | +1,616.6% | +92.7% | +1,523.9% | +1,131.9% |
| All | +14,479.0% | +205.4% | +14,273.6% | +6,561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling