+876.8%
MSFT vs MPWR
+1,606.4%
-729.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -2.7% | -2.6% | -0.1% | -1.9% |
| 30D | +2.7% | -9.0% | +11.7% | +5.4% |
| 3M | +17.0% | -25.8% | +42.8% | +25.6% |
| 6M | +23.8% | +11.8% | +12.1% | +13.8% |
| YTD | +4.0% | +35.5% | -31.5% | -11.5% |
| 1Y | -0.8% | +45.3% | -46.1% | -18.6% |
| 3Y | +55.6% | +138.5% | -82.8% | -6.2% |
| 5Y | +72.9% | +152.8% | -79.9% | -7.5% |
| All | +876.8% | +1,606.4% | -729.6% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling