+889.0%
MSFT vs MPWR
+1,560.2%
-671.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -2.6% |
| 7D | +1.7% | -1.7% | +3.4% | +1.8% |
| 30D | +0.2% | -16.5% | +16.7% | +5.0% |
| 3M | +6.4% | -12.3% | +18.6% | +9.0% |
| 6M | +28.7% | -27.7% | +56.4% | +36.6% |
| YTD | +10.4% | +32.0% | -21.6% | -6.4% |
| 1Y | +7.6% | +25.1% | -17.5% | -7.2% |
| 3Y | +52.3% | +146.5% | -94.2% | -10.1% |
| 5Y | +64.5% | +126.0% | -61.5% | -8.3% |
| All | +889.0% | +1,560.2% | -671.2% | +97.5% |
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 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