-10.7%
MPWR vs TSLQ
-18.7%
+8.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -5.8% | +14.7% | +7.0% |
| 7D | +17.3% | -7.3% | +24.6% | +16.4% |
| 30D | +12.1% | -13.2% | +25.3% | +10.4% |
| 3M | +5.6% | -37.6% | +43.3% | -3.1% |
| 6M | -10.7% | -9.3% | -1.4% | +6.7% |
| All | -10.7% | -18.7% | +8.0% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling