-10.0%
TSM vs MPWR
-28.6%
+18.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -10.3% | -0.5% | -5.9% |
| 7D | -18.2% | -5.6% | -12.6% | -15.8% |
| 30D | -26.8% | -23.2% | -3.6% | -17.4% |
| 3M | -14.5% | -15.8% | +1.3% | -7.9% |
| 6M | -10.0% | -28.5% | +18.5% | +3.3% |
| All | -10.0% | -28.6% | +18.6% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling