+32.5%
MPWR vs MSTZ
-63.1%
+95.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.6% | +4.5% | -5.9% |
| 7D | +4.1% | +0.7% | +3.4% | +4.3% |
| 30D | -14.8% | +16.6% | -31.4% | -12.9% |
| 3M | -5.4% | -74.7% | +69.3% | -11.6% |
| 6M | -19.6% | -43.9% | +24.3% | -16.6% |
| YTD | +39.8% | -84.0% | +123.9% | +33.4% |
| 1Y | +32.5% | -65.1% | +97.6% | +35.1% |
| All | +32.5% | -63.1% | +95.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling