+257.3%
MPWR vs OSCR
-8.3%
+265.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | -0.6% | +10.7% | -11.3% | -2.2% |
| 30D | -13.1% | +18.3% | -31.4% | -15.5% |
| 3M | -21.7% | +20.5% | -42.2% | -24.7% |
| 6M | +19.5% | +138.5% | -119.0% | +1.1% |
| YTD | +34.9% | +129.7% | -94.8% | +14.2% |
| 1Y | +42.0% | +62.8% | -20.8% | +25.4% |
| 3Y | +148.8% | +411.8% | -263.0% | +65.4% |
| 5Y | +156.8% | +99.9% | +56.9% | +70.3% |
| All | +257.3% | -8.3% | +265.7% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded OSCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling