+1,865.4%
MPWR vs TSEM
+873.2%
+992.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +27.9% | +20.5% | +7.4% | +16.7% |
| 30D | +9.7% | -29.0% | +38.6% | +29.8% |
| 3M | +1.7% | -39.4% | +41.1% | +29.3% |
| 6M | -9.2% | -28.5% | +19.3% | +0.4% |
| YTD | +60.5% | +34.4% | +26.1% | +20.7% |
| 1Y | +52.0% | +48.3% | +3.7% | +7.3% |
| 3Y | +193.1% | +543.5% | -350.4% | -13.8% |
| 5Y | +167.3% | +331.4% | -164.2% | -4.1% |
| All | +1,865.4% | +873.2% | +992.2% | +319.7% |
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