+44.4%
MPWR vs MSTU
-85.2%
+129.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.1% |
| 7D | -2.6% | +21.3% | -23.9% | -4.8% |
| 30D | -9.0% | +90.8% | -99.9% | -15.4% |
| 3M | -25.8% | -6.8% | -19.1% | -27.3% |
| 6M | +11.8% | -39.8% | +51.6% | +11.7% |
| YTD | +35.5% | -55.7% | +91.2% | +34.8% |
| 1Y | +45.3% | -92.7% | +138.0% | +68.6% |
| All | +44.4% | -85.2% | +129.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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