+354.1%
MPWR vs QS
-44.4%
+398.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | -2.6% | -2.3% | -0.3% | -2.2% |
| 30D | -9.0% | -0.7% | -8.3% | -9.0% |
| 3M | -25.8% | -39.6% | +13.8% | -20.6% |
| 6M | +11.8% | -21.7% | +33.5% | +15.3% |
| YTD | +35.5% | -47.4% | +82.9% | +46.6% |
| 1Y | +45.3% | -28.4% | +73.7% | +47.7% |
| 3Y | +138.5% | -22.6% | +161.1% | +121.9% |
| 5Y | +152.8% | -75.6% | +228.4% | +146.6% |
| All | +354.1% | -44.4% | +398.4% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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