+1,786.5%
MPWR vs ROST
+324.5%
+1,462.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.6% | +14.0% | +15.3% |
| 7D | +11.6% | +2.8% | +8.8% | +10.0% |
| 30D | +0.1% | +6.6% | -6.4% | -3.4% |
| 3M | -0.8% | -7.0% | +6.1% | +2.3% |
| 6M | -13.0% | +5.4% | -18.4% | -16.8% |
| YTD | +53.9% | +32.4% | +21.6% | +30.7% |
| 1Y | +45.8% | +48.4% | -2.5% | +16.4% |
| 3Y | +194.3% | +99.5% | +94.8% | +101.6% |
| 5Y | +160.1% | +109.9% | +50.3% | +69.1% |
| 10Y | +1,786.5% | +315.5% | +1,471.0% | +845.7% |
| All | +1,786.5% | +324.5% | +1,462.0% | +845.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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