+262.0%
MPWR vs OSCR
-9.0%
+271.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | +0.9% | +1.6% | -0.7% | +0.6% |
| 30D | -13.4% | +10.7% | -24.0% | -14.9% |
| 3M | -22.2% | +13.4% | -35.6% | -24.5% |
| 6M | +15.7% | +144.6% | -128.9% | -2.6% |
| YTD | +36.7% | +128.0% | -91.4% | +15.8% |
| 1Y | +47.9% | +68.7% | -20.7% | +29.8% |
| 3Y | +159.7% | +398.8% | -239.1% | +73.4% |
| 5Y | +159.1% | +87.3% | +71.9% | +73.1% |
| All | +262.0% | -9.0% | +271.0% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling