+42.0%
MPWR vs MSTZ
-24.0%
+65.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | +0.2% |
| 7D | -0.6% | -25.4% | +24.8% | -2.3% |
| 30D | -13.1% | -60.9% | +47.8% | -18.1% |
| 3M | -21.7% | -54.2% | +32.4% | -22.9% |
| 6M | +19.5% | -65.0% | +84.5% | +17.4% |
| YTD | +34.9% | -76.5% | +111.4% | +31.6% |
| 1Y | +42.0% | -23.4% | +65.3% | +72.9% |
| All | +42.0% | -24.0% | +65.9% | +72.9% |
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