+1,461.2%
MPWR vs MAS
+219.8%
+1,241.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -3.4% | -6.8% | -7.8% |
| 7D | -5.6% | +4.6% | -10.2% | -8.8% |
| 30D | -23.2% | +19.9% | -43.1% | -33.4% |
| 3M | -15.8% | +8.9% | -24.7% | -22.0% |
| 6M | -28.5% | +20.2% | -48.7% | -39.8% |
| YTD | +25.5% | +33.9% | -8.4% | -5.2% |
| 1Y | +13.9% | +34.7% | -20.8% | -14.6% |
| 3Y | +134.6% | +60.4% | +74.2% | +52.4% |
| 5Y | +114.8% | +43.5% | +71.4% | +51.3% |
| All | +1,461.2% | +219.8% | +1,241.4% | +532.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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