+913.4%
MSFT vs MPWR
+1,868.4%
-955.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -2.4% | +27.9% | -30.3% | -9.9% |
| 30D | -3.8% | +9.7% | -13.5% | -7.5% |
| 3M | +6.4% | +1.7% | +4.7% | +3.9% |
| 6M | +28.8% | -9.2% | +38.0% | +27.1% |
| YTD | +8.8% | +60.5% | -51.7% | -13.4% |
| 1Y | +3.2% | +52.0% | -48.9% | -16.6% |
| 3Y | +44.8% | +193.1% | -148.3% | -19.0% |
| 5Y | +61.8% | +167.3% | -105.4% | -14.2% |
| All | +913.4% | +1,868.4% | -955.0% | +92.3% |
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