+114.8%
MPWR vs VST
+515.1%
-400.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -6.2% | -4.1% | -7.6% |
| 7D | -5.6% | -19.9% | +14.3% | +3.7% |
| 30D | -23.2% | -29.7% | +6.4% | -10.9% |
| 3M | -15.8% | -19.6% | +3.8% | -8.0% |
| 6M | -28.5% | -29.4% | +0.9% | -17.8% |
| YTD | +25.5% | -29.7% | +55.2% | +42.0% |
| 1Y | +13.9% | -40.0% | +53.9% | +37.4% |
| 3Y | +134.6% | +231.0% | -96.4% | +13.8% |
| 5Y | +114.8% | +500.1% | -385.2% | -24.5% |
| All | +114.8% | +515.1% | -400.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling