+739.7%
MPWR vs OTIS
+91.8%
+647.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.1% |
| 30D | -12.8% | -4.3% | -8.5% | -10.7% |
| 3M | -21.3% | -2.2% | -19.1% | -21.1% |
| 6M | +13.7% | -19.9% | +33.6% | +28.1% |
| YTD | +33.3% | -19.3% | +52.6% | +48.5% |
| 1Y | +41.3% | -19.6% | +60.9% | +57.2% |
| 3Y | +145.8% | -11.5% | +157.3% | +150.5% |
| 5Y | +155.6% | -16.8% | +172.4% | +161.1% |
| All | +739.7% | +91.8% | +647.9% | +622.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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