+14,101.9%
MPWR vs TSEM
+286.3%
+13,815.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +4.0% |
| 7D | -1.7% | -17.5% | +15.8% | +3.0% |
| 30D | -16.5% | -44.7% | +28.2% | -3.8% |
| 3M | -12.3% | -38.9% | +26.6% | -1.7% |
| 6M | -27.7% | -36.7% | +8.9% | -20.6% |
| YTD | +32.0% | +17.0% | +15.0% | +24.5% |
| 1Y | +25.1% | +62.8% | -37.7% | +8.8% |
| 3Y | +146.5% | +471.3% | -324.8% | +63.4% |
| 5Y | +126.0% | +290.3% | -164.2% | +61.7% |
| 10Y | +1,582.7% | +790.1% | +792.6% | +948.0% |
| All | +14,101.9% | +286.3% | +13,815.6% | +8,014.4% |
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 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