+131.0%
MCHP vs MAS
+230.1%
-99.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +0.9% | +2.2% |
| 7D | -19.2% | +3.3% | -22.5% | -20.9% |
| 30D | -18.6% | +25.5% | -44.1% | -31.0% |
| 3M | -26.9% | +11.8% | -38.7% | -32.9% |
| 6M | -37.2% | +21.3% | -58.6% | -46.2% |
| YTD | -1.8% | +37.7% | -39.6% | -24.7% |
| 1Y | +12.1% | +41.0% | -28.9% | -15.6% |
| 3Y | -10.0% | +63.0% | -73.0% | -39.3% |
| 5Y | -17.3% | +44.1% | -61.4% | -40.1% |
| 10Y | +131.0% | +224.3% | -93.3% | -3.2% |
| All | +131.0% | +230.1% | -99.1% | -3.2% |
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