+42.0%
MPWR vs MSTZ
-99.2%
+141.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -0.7% |
| 7D | -1.3% | -23.6% | +22.3% | -2.9% |
| 30D | -12.8% | -60.7% | +47.9% | -18.2% |
| 3M | -21.3% | -58.3% | +36.9% | -24.0% |
| 6M | +13.7% | -60.0% | +73.8% | +12.2% |
| YTD | +33.3% | -75.2% | +108.5% | +31.1% |
| 1Y | +41.3% | -19.9% | +61.2% | +59.5% |
| All | +42.0% | -99.2% | +141.2% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling