+616.3%
MS vs MPWR
+16,239.8%
-15,623.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +6.2% |
| 7D | +2.6% | +4.1% | -1.5% | +0.8% |
| 30D | +2.6% | -14.8% | +17.4% | +8.4% |
| 3M | -10.1% | -5.4% | -4.7% | -9.5% |
| 6M | +4.4% | -19.6% | +24.0% | +9.1% |
| YTD | +11.7% | +39.8% | -28.1% | -7.3% |
| 1Y | +20.9% | +32.5% | -11.6% | +2.2% |
| 3Y | +177.1% | +161.4% | +15.7% | +57.0% |
| 5Y | +127.7% | +144.5% | -16.7% | +18.3% |
| 10Y | +684.1% | +1,682.6% | -998.5% | +48.6% |
| All | +616.3% | +16,239.8% | -15,623.5% | -44.4% |
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