+1,865.4%
MPWR vs ROST
+310.3%
+1,555.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.2% |
| 7D | +27.9% | +0.9% | +27.1% | +27.5% |
| 30D | +9.7% | +5.1% | +4.6% | +6.6% |
| 3M | +1.7% | -4.3% | +6.0% | +3.4% |
| 6M | -9.2% | +9.4% | -18.7% | -14.6% |
| YTD | +60.5% | +32.5% | +28.0% | +36.3% |
| 1Y | +52.0% | +46.9% | +5.2% | +22.0% |
| 3Y | +193.1% | +98.1% | +95.0% | +101.6% |
| 5Y | +167.3% | +116.9% | +50.3% | +71.3% |
| All | +1,865.4% | +310.3% | +1,555.2% | +881.1% |
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