+114.0%
MS vs MPWR
+117.3%
-3.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.3% | +4.3% | -3.5% |
| 7D | -3.4% | -5.6% | +2.2% | -2.3% |
| 30D | -3.9% | -23.2% | +19.3% | +1.9% |
| 3M | -15.9% | -15.8% | -0.1% | -13.1% |
| 6M | -2.5% | -28.5% | +26.1% | +3.3% |
| YTD | +5.1% | +25.5% | -20.4% | -3.7% |
| 1Y | +13.0% | +13.9% | -0.9% | +5.8% |
| 3Y | +160.7% | +134.6% | +26.1% | +89.0% |
| 5Y | +114.0% | +114.8% | -0.8% | +46.6% |
| All | +114.0% | +117.3% | -3.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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