+187.7%
MCHP vs MAS
+137.9%
+49.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.2% |
| 7D | +1.7% | -0.8% | +2.5% | +2.2% |
| 30D | -4.1% | -5.6% | +1.5% | 0.0% |
| 3M | -22.5% | +4.4% | -27.0% | -25.7% |
| 6M | +7.3% | +7.2% | +0.1% | 0.0% |
| YTD | +18.4% | +16.1% | +2.3% | +3.3% |
| 1Y | +18.1% | +0.1% | +18.0% | +14.6% |
| 3Y | -2.8% | +28.3% | -31.1% | -21.7% |
| 5Y | +5.5% | +30.5% | -25.0% | -17.4% |
| All | +187.7% | +137.9% | +49.8% | +50.8% |
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