+134.5%
MCHP vs MAS
+215.0%
-80.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.8% |
| 7D | +5.7% | +3.0% | +2.7% | +3.6% |
| 30D | -13.4% | +22.4% | -35.8% | -25.3% |
| 3M | -20.1% | +14.5% | -34.6% | -27.9% |
| 6M | -35.5% | +27.1% | -62.6% | -46.6% |
| YTD | -1.6% | +35.8% | -37.3% | -23.7% |
| 1Y | +15.5% | +39.4% | -23.9% | -12.5% |
| 3Y | -13.2% | +60.3% | -73.4% | -40.8% |
| 5Y | -17.5% | +39.4% | -56.9% | -38.8% |
| All | +134.5% | +215.0% | -80.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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