+16,459.4%
MPWR vs TSEM
+328.4%
+16,131.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +10.9% | +5.7% | +13.9% |
| 7D | +11.6% | -2.0% | +13.5% | +12.5% |
| 30D | +0.1% | -33.4% | +33.5% | +10.5% |
| 3M | -0.8% | -39.7% | +38.9% | +11.8% |
| 6M | -13.0% | -27.8% | +14.8% | -7.3% |
| YTD | +53.9% | +29.7% | +24.2% | +41.8% |
| 1Y | +45.8% | +81.1% | -35.3% | +23.8% |
| 3Y | +194.3% | +529.3% | -335.0% | +90.8% |
| 5Y | +160.1% | +315.0% | -154.8% | +83.3% |
| 10Y | +1,786.5% | +865.7% | +920.8% | +1,050.9% |
| All | +16,459.4% | +328.4% | +16,131.0% | +9,142.1% |
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