+1,517.9%
MPWR vs VSH
+101.2%
+1,416.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +1.3% |
| 7D | -1.7% | -12.9% | +11.2% | +7.5% |
| 30D | -16.5% | -36.9% | +20.3% | +12.5% |
| 3M | -12.3% | -28.8% | +16.5% | +7.7% |
| 6M | -27.7% | -30.3% | +2.6% | -17.4% |
| YTD | +32.0% | +62.4% | -30.4% | -20.2% |
| 1Y | +25.1% | +62.5% | -37.4% | -24.8% |
| 3Y | +146.5% | +7.4% | +139.1% | +90.7% |
| 5Y | +126.0% | +25.4% | +100.6% | +60.7% |
| All | +1,517.9% | +101.2% | +1,416.7% | +716.9% |
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