-16.2%
MCHP vs MAS
+58.1%
-74.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.9% | -8.1% | -8.7% |
| 7D | -24.6% | +2.0% | -26.5% | -25.5% |
| 30D | -25.2% | +19.4% | -44.6% | -34.0% |
| 3M | -21.1% | +9.4% | -30.5% | -26.0% |
| 6M | -42.7% | +15.3% | -58.0% | -48.9% |
| YTD | -6.9% | +31.3% | -38.2% | -26.7% |
| 1Y | +0.9% | +34.9% | -34.0% | -22.5% |
| 3Y | -16.2% | +58.6% | -74.8% | -44.1% |
| All | -16.2% | +58.1% | -74.4% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling