+285.6%
MPWR vs TSLQ
-97.8%
+383.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -5.8% | +14.7% | +7.5% |
| 7D | +17.3% | -7.3% | +24.6% | +17.1% |
| 30D | +12.1% | -13.2% | +25.3% | +11.2% |
| 3M | +5.6% | -37.6% | +43.3% | -1.5% |
| 6M | -10.7% | -9.3% | -1.4% | -4.6% |
| YTD | +64.0% | -19.1% | +83.0% | +75.1% |
| 1Y | +55.9% | -27.2% | +83.1% | +64.3% |
| 3Y | +199.5% | -97.1% | +296.5% | +103.7% |
| All | +285.6% | -97.8% | +383.4% | +184.5% |
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