+224.7%
TSM vs MPWR
+117.3%
+107.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -10.3% | -0.5% | -5.9% |
| 7D | -18.2% | -5.6% | -12.6% | -16.0% |
| 30D | -26.8% | -23.2% | -3.6% | -17.3% |
| 3M | -14.5% | -15.8% | +1.3% | -8.0% |
| 6M | -10.0% | -28.5% | +18.5% | +2.9% |
| YTD | +17.1% | +25.5% | -8.4% | +1.6% |
| 1Y | +21.5% | +13.9% | +7.6% | +10.2% |
| 3Y | +300.4% | +134.6% | +165.8% | +141.5% |
| 5Y | +224.7% | +114.8% | +109.9% | +86.1% |
| All | +224.7% | +117.3% | +107.4% | +86.1% |
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 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