+14,101.9%
MPWR vs MSI
+964.0%
+13,137.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.5% |
| 7D | -1.7% | +4.7% | -6.4% | -4.5% |
| 30D | -16.5% | +14.8% | -31.3% | -23.0% |
| 3M | -12.3% | +8.8% | -21.1% | -17.1% |
| 6M | -27.7% | +19.3% | -47.0% | -36.1% |
| YTD | +32.0% | +35.3% | -3.3% | +8.5% |
| 1Y | +25.1% | +33.8% | -8.7% | +3.4% |
| 3Y | +146.5% | +74.4% | +72.1% | +75.0% |
| 5Y | +126.0% | +120.5% | +5.5% | +43.9% |
| 10Y | +1,582.7% | +685.2% | +897.5% | +467.6% |
| All | +14,101.9% | +964.0% | +13,137.9% | +3,070.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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