-10.7%
MPWR vs VSXY
+124.9%
-135.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.0% |
| 7D | +17.3% | +0.8% | +16.4% | +17.2% |
| 30D | +12.1% | +24.0% | -11.9% | +8.6% |
| 3M | +5.6% | +16.7% | -11.1% | +2.7% |
| 6M | -10.7% | +138.6% | -149.3% | -24.1% |
| All | -10.7% | +124.9% | -135.6% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling