+176.6%
MPWR vs WST
+1.5%
+175.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +17.3% | +1.1% | +16.2% | +17.1% |
| 30D | +12.1% | +12.4% | -0.3% | +8.0% |
| 3M | +5.6% | +17.6% | -12.0% | +0.1% |
| 6M | -10.7% | +28.3% | -39.0% | -18.1% |
| YTD | +64.0% | +50.5% | +13.5% | +41.7% |
| 1Y | +55.9% | +49.4% | +6.5% | +34.8% |
| 3Y | +199.5% | +21.9% | +177.6% | +148.4% |
| 5Y | +176.6% | +0.4% | +176.2% | +148.2% |
| All | +176.6% | +1.5% | +175.1% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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