+1,650.0%
MPWR vs VSH
+170.2%
+1,479.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | -0.6% | +6.2% | -6.8% | -4.8% |
| 30D | -13.1% | -11.1% | -1.9% | -6.2% |
| 3M | -21.7% | -44.9% | +23.2% | +12.3% |
| 6M | +19.5% | +90.0% | -70.4% | -32.8% |
| YTD | +34.9% | +118.8% | -83.9% | -32.1% |
| 1Y | +42.0% | +109.0% | -67.0% | -26.9% |
| 3Y | +148.8% | +35.6% | +113.2% | +68.5% |
| 5Y | +156.8% | +66.7% | +90.1% | +53.1% |
| 10Y | +1,650.0% | +167.9% | +1,482.1% | +619.6% |
| All | +1,650.0% | +170.2% | +1,479.8% | +619.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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