+125.2%
MPWR vs TSEM
+273.4%
-148.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +2.9% |
| 7D | -1.7% | -17.5% | +15.8% | +7.7% |
| 30D | -16.5% | -44.7% | +28.2% | +10.0% |
| 3M | -12.3% | -38.9% | +26.6% | +8.8% |
| 6M | -27.7% | -36.7% | +8.9% | -15.8% |
| YTD | +32.0% | +17.0% | +15.0% | +7.4% |
| 1Y | +25.1% | +62.8% | -37.7% | -16.9% |
| 3Y | +146.5% | +471.3% | -324.8% | -21.0% |
| All | +125.2% | +273.4% | -148.2% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling