+1,650.0%
MPWR vs TSEM
+1,300.1%
+349.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -0.6% | +10.4% | -11.0% | -5.8% |
| 30D | -13.1% | -12.9% | -0.1% | -7.1% |
| 3M | -21.7% | -9.2% | -12.6% | -21.0% |
| 6M | +19.5% | +98.8% | -79.3% | -24.3% |
| YTD | +34.9% | +87.2% | -52.3% | -13.3% |
| 1Y | +42.0% | +239.0% | -197.0% | -36.1% |
| 3Y | +148.8% | +679.5% | -530.7% | -32.6% |
| 5Y | +156.8% | +667.3% | -510.5% | -31.7% |
| 10Y | +1,650.0% | +1,301.0% | +349.0% | +212.0% |
| All | +1,650.0% | +1,300.1% | +349.9% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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