+304.3%
MPWR vs OUST
-62.4%
+366.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.5% |
| 7D | -2.6% | +5.2% | -7.8% | -3.6% |
| 30D | -9.0% | -19.3% | +10.2% | -5.4% |
| 3M | -25.8% | -22.6% | -3.2% | -24.0% |
| 6M | +11.8% | +62.8% | -51.0% | -2.4% |
| YTD | +35.5% | +68.3% | -32.8% | +16.4% |
| 1Y | +45.3% | +28.5% | +16.8% | +28.5% |
| 3Y | +138.5% | +554.0% | -415.6% | +30.1% |
| 5Y | +152.8% | -56.2% | +209.0% | +111.3% |
| All | +304.3% | -62.4% | +366.7% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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