+699.2%
MS vs MPWR
+15,734.2%
-15,035.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +1.4% | -2.6% | +4.0% | +2.4% |
| 30D | -0.3% | -9.0% | +8.8% | +3.1% |
| 3M | +0.3% | -25.8% | +26.1% | +10.1% |
| 6M | +31.3% | +11.8% | +19.6% | +21.1% |
| YTD | +24.7% | +35.5% | -10.8% | +5.9% |
| 1Y | +47.9% | +45.3% | +2.6% | +20.9% |
| 3Y | +178.3% | +138.5% | +39.9% | +64.6% |
| 5Y | +144.9% | +152.8% | -7.9% | +26.3% |
| 10Y | +804.5% | +1,616.6% | -812.0% | +75.9% |
| All | +699.2% | +15,734.2% | -15,035.0% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling