+1,517.9%
MPWR vs TSEM
+783.2%
+734.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +2.7% |
| 7D | -1.7% | -17.5% | +15.8% | +8.3% |
| 30D | -16.5% | -44.7% | +28.2% | +11.8% |
| 3M | -12.3% | -38.9% | +26.6% | +10.1% |
| 6M | -27.7% | -36.7% | +8.9% | -15.4% |
| YTD | +32.0% | +17.0% | +15.0% | +6.2% |
| 1Y | +25.1% | +62.8% | -37.7% | -18.1% |
| 3Y | +146.5% | +471.3% | -324.8% | -23.3% |
| 5Y | +126.0% | +290.3% | -164.2% | -15.1% |
| All | +1,517.9% | +783.2% | +734.7% | +255.4% |
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