+7,395.2%
MPWR vs MTSI
+1,308.1%
+6,087.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | -0.8% |
| 7D | -2.6% | +1.4% | -4.0% | -3.2% |
| 30D | -9.0% | +2.1% | -11.1% | -10.8% |
| 3M | -25.8% | -29.7% | +3.9% | -12.9% |
| 6M | +11.8% | +12.5% | -0.8% | +4.4% |
| YTD | +35.5% | +57.0% | -21.5% | +7.8% |
| 1Y | +45.3% | +103.9% | -58.6% | +1.5% |
| 3Y | +138.5% | +223.6% | -85.1% | +38.2% |
| 5Y | +152.8% | +321.6% | -168.8% | +35.3% |
| 10Y | +1,616.6% | +517.7% | +1,098.9% | +580.2% |
| All | +7,395.2% | +1,308.1% | +6,087.1% | +2,197.1% |
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