+1,542.6%
MPWR vs VST
+1,112.0%
+430.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.6% | -5.3% | +1.2% |
| 7D | -1.7% | -9.8% | +8.1% | +2.0% |
| 30D | -16.5% | -25.1% | +8.6% | -6.9% |
| 3M | -12.3% | -11.6% | -0.7% | -8.5% |
| 6M | -27.7% | -20.9% | -6.8% | -21.5% |
| YTD | +32.0% | -22.3% | +54.3% | +42.0% |
| 1Y | +25.1% | -32.0% | +57.1% | +40.9% |
| 3Y | +146.5% | +262.4% | -115.9% | +42.2% |
| 5Y | +126.0% | +563.4% | -437.3% | +5.7% |
| All | +1,542.6% | +1,112.0% | +430.6% | +539.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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