+62.4%
MSFT vs MPWR
+155.3%
-92.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.0% |
| 7D | -1.3% | +16.8% | -18.1% | -4.8% |
| 30D | -1.8% | +11.9% | -13.7% | -4.9% |
| 3M | +5.6% | +2.2% | +3.4% | +3.9% |
| 6M | +29.8% | -15.5% | +45.3% | +31.0% |
| YTD | +9.0% | +54.2% | -45.2% | -7.2% |
| 1Y | +4.9% | +51.5% | -46.5% | -10.4% |
| 3Y | +46.2% | +180.2% | -134.0% | -5.4% |
| All | +62.4% | +155.3% | -92.9% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling