+114.8%
MPWR vs MTSI
+153.3%
-38.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -18.4% | +8.1% | +3.7% |
| 7D | -5.6% | -24.6% | +19.0% | +15.3% |
| 30D | -23.2% | -45.7% | +22.5% | +19.6% |
| 3M | -15.8% | -27.7% | +12.0% | +0.5% |
| 6M | -28.5% | -37.3% | +8.8% | -6.5% |
| YTD | +25.5% | +11.1% | +14.3% | -2.2% |
| 1Y | +13.9% | +27.2% | -13.3% | -23.3% |
| 3Y | +134.6% | +153.7% | -19.1% | -23.8% |
| 5Y | +114.8% | +159.0% | -44.1% | -35.3% |
| All | +114.8% | +153.3% | -38.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 5y: compounded portfolio wealth divided by compounded MTSI 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…
5y analysis · Full analysis span regression · 6 months rolling