+213.2%
MPWR vs VSXY
+37.4%
+175.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | -2.6% | -14.0% | +11.4% | +0.7% |
| 30D | -9.0% | -15.9% | +6.9% | -5.7% |
| 3M | -25.8% | +3.4% | -29.2% | -27.2% |
| 6M | +11.8% | +25.9% | -14.2% | +1.7% |
| YTD | +35.5% | +39.5% | -4.0% | +19.4% |
| 1Y | +45.3% | +194.4% | -149.0% | +4.7% |
| 3Y | +138.5% | +281.4% | -143.0% | +44.8% |
| 5Y | +152.8% | +12.8% | +140.0% | +97.7% |
| All | +213.2% | +37.4% | +175.8% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling