+293.8%
MPWR vs OUST
-64.1%
+357.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +14.0% | -8.8% | +2.4% |
| 7D | -1.7% | +17.0% | -18.7% | -5.2% |
| 30D | -16.5% | -16.5% | 0.0% | -14.1% |
| 3M | -12.3% | -23.7% | +11.4% | -8.4% |
| 6M | -27.7% | +18.4% | -46.1% | -33.0% |
| YTD | +32.0% | +60.8% | -28.8% | +13.7% |
| 1Y | +25.1% | +44.2% | -19.1% | +9.4% |
| 3Y | +146.5% | +668.1% | -521.6% | +29.6% |
| 5Y | +126.0% | -48.8% | +174.9% | +84.9% |
| All | +293.8% | -64.1% | +357.9% | +238.8% |
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