+146.5%
MPWR vs TSEM
+468.0%
-321.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +2.9% |
| 7D | -1.7% | -17.5% | +15.8% | +7.6% |
| 30D | -16.5% | -44.7% | +28.2% | +9.8% |
| 3M | -12.3% | -38.9% | +26.6% | +8.6% |
| 6M | -27.7% | -36.7% | +8.9% | -15.9% |
| YTD | +32.0% | +17.0% | +15.0% | +6.1% |
| 1Y | +25.1% | +62.8% | -37.7% | -19.2% |
| 3Y | +146.5% | +471.3% | -324.8% | -33.2% |
| All | +146.5% | +468.0% | -321.5% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling