+213.4%
MPWR vs TSLQ
-97.3%
+310.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -1.3% | -8.0% | +6.7% | -2.9% |
| 30D | -12.8% | -23.8% | +10.9% | -17.5% |
| 3M | -21.3% | -7.0% | -14.3% | -19.3% |
| 6M | +13.7% | -17.1% | +30.9% | +17.2% |
| YTD | +33.3% | +0.1% | +33.2% | +44.8% |
| 1Y | +41.3% | -51.2% | +92.5% | +34.6% |
| 3Y | +145.8% | -95.9% | +241.7% | +80.3% |
| All | +213.4% | -97.3% | +310.7% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling