+1,555.5%
MPWR vs VST
+1,175.7%
+379.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.5% |
| 7D | -2.6% | +8.9% | -11.5% | -5.7% |
| 30D | -9.0% | +6.2% | -15.2% | -11.1% |
| 3M | -25.8% | -2.7% | -23.1% | -25.2% |
| 6M | +11.8% | -8.4% | +20.1% | +14.5% |
| YTD | +35.5% | -7.2% | +42.7% | +36.8% |
| 1Y | +45.3% | -20.9% | +66.2% | +54.4% |
| 3Y | +138.5% | +384.0% | -245.5% | +24.9% |
| 5Y | +152.8% | +757.1% | -604.3% | +9.1% |
| All | +1,555.5% | +1,175.7% | +379.8% | +515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling