+1,865.4%
MPWR vs TSN
+15.3%
+1,850.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +27.9% | -1.4% | +29.3% | +28.3% |
| 30D | +9.7% | +10.2% | -0.5% | +6.8% |
| 3M | +1.7% | +7.2% | -5.5% | -0.4% |
| 6M | -9.2% | -10.6% | +1.3% | -7.4% |
| YTD | +60.5% | +3.7% | +56.8% | +56.0% |
| 1Y | +52.0% | +13.5% | +38.6% | +43.6% |
| 3Y | +193.1% | +40.1% | +153.0% | +151.1% |
| 5Y | +167.3% | -14.5% | +181.7% | +168.6% |
| All | +1,865.4% | +15.3% | +1,850.1% | +1,553.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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