+9.0%
MSFT vs MPWR
+31.4%
-22.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.1% | +11.7% | +6.6% |
| 7D | +4.7% | +4.1% | +0.6% | +4.7% |
| 30D | +5.8% | -14.8% | +20.6% | +5.4% |
| 3M | +13.0% | -5.4% | +18.4% | +12.9% |
| 6M | +34.9% | -19.6% | +54.5% | +34.0% |
| YTD | +15.7% | +39.8% | -24.2% | +9.6% |
| 1Y | +9.0% | +32.5% | -23.6% | +4.0% |
| All | +9.0% | +31.4% | -22.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling