+1,729.4%
TSM vs MPWR
+1,606.4%
+123.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.4% |
| 7D | +2.7% | -2.6% | +5.3% | +4.0% |
| 30D | +3.6% | -9.0% | +12.6% | +8.2% |
| 3M | -3.4% | -25.8% | +22.5% | +10.3% |
| 6M | +20.6% | +11.8% | +8.9% | +11.4% |
| YTD | +41.9% | +35.5% | +6.4% | +18.9% |
| 1Y | +84.4% | +45.3% | +39.1% | +48.5% |
| 3Y | +380.2% | +138.5% | +241.8% | +180.5% |
| 5Y | +275.3% | +152.8% | +122.6% | +95.7% |
| All | +1,729.4% | +1,606.4% | +123.0% | +234.3% |
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