+203.5%
MPWR vs VSXY
+33.4%
+170.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.7% |
| 7D | -2.3% | -0.3% | -1.9% | -2.2% |
| 30D | -15.4% | -22.1% | +6.7% | -10.7% |
| 3M | -19.4% | -1.1% | -18.2% | -20.0% |
| 6M | +12.7% | +53.8% | -41.1% | -2.2% |
| YTD | +31.3% | +35.5% | -4.2% | +16.5% |
| 1Y | +39.7% | +186.0% | -146.3% | +1.3% |
| 3Y | +142.2% | +343.2% | -201.0% | +40.8% |
| 5Y | +149.0% | +19.0% | +130.0% | +96.1% |
| All | +203.5% | +33.4% | +170.0% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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