+14,479.0%
MPWR vs TSEM
+525.4%
+13,953.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -1.1% |
| 7D | -2.6% | +6.9% | -9.5% | -4.2% |
| 30D | -9.0% | +5.3% | -14.3% | -10.4% |
| 3M | -25.8% | -14.9% | -10.9% | -23.6% |
| 6M | +11.8% | +80.0% | -68.3% | -4.5% |
| YTD | +35.5% | +89.4% | -53.8% | +14.1% |
| 1Y | +45.3% | +253.1% | -207.8% | +5.7% |
| 3Y | +138.5% | +642.1% | -503.7% | +47.4% |
| 5Y | +152.8% | +659.1% | -506.3% | +55.8% |
| 10Y | +1,616.6% | +1,291.4% | +325.2% | +858.2% |
| All | +14,479.0% | +525.4% | +13,953.6% | +7,333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling