+274.3%
MPWR vs OUST
-68.5%
+342.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -9.0% | -1.3% | -8.5% |
| 7D | -5.6% | -5.0% | -0.6% | -5.1% |
| 30D | -23.2% | -32.0% | +8.8% | -17.6% |
| 3M | -15.8% | -32.4% | +16.6% | -9.8% |
| 6M | -28.5% | +6.7% | -35.3% | -32.3% |
| YTD | +25.5% | +41.0% | -15.6% | +11.0% |
| 1Y | +13.9% | +18.0% | -4.1% | +3.6% |
| 3Y | +134.6% | +560.6% | -426.0% | +27.2% |
| 5Y | +114.8% | -55.1% | +170.0% | +80.5% |
| All | +274.3% | -68.5% | +342.8% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling