+7,634.5%
MPWR vs MTSI
+1,120.6%
+6,514.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.6% |
| 7D | +4.1% | -10.7% | +14.8% | +9.5% |
| 30D | -14.8% | -29.0% | +14.2% | -0.6% |
| 3M | -5.4% | -14.7% | +9.3% | -0.4% |
| 6M | -19.6% | -20.1% | +0.5% | -12.9% |
| YTD | +39.8% | +36.1% | +3.7% | +17.4% |
| 1Y | +32.5% | +61.7% | -29.2% | +1.7% |
| 3Y | +161.4% | +210.7% | -49.2% | +52.9% |
| 5Y | +144.5% | +212.8% | -68.4% | +45.8% |
| 10Y | +1,682.6% | +519.2% | +1,163.3% | +617.2% |
| All | +7,634.5% | +1,120.6% | +6,514.0% | +2,402.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling