+156.8%
MPWR vs VSXY
+21.5%
+135.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.4% |
| 7D | -0.6% | -6.8% | +6.2% | +0.9% |
| 30D | -13.1% | -20.4% | +7.3% | -8.4% |
| 3M | -21.7% | +2.9% | -24.6% | -23.2% |
| 6M | +19.5% | +67.9% | -48.4% | +0.3% |
| YTD | +34.9% | +44.9% | -9.9% | +16.6% |
| 1Y | +42.0% | +205.9% | -164.0% | -1.3% |
| 3Y | +148.8% | +373.9% | -225.0% | +33.8% |
| 5Y | +156.8% | +23.5% | +133.3% | +116.8% |
| All | +156.8% | +21.5% | +135.3% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling