-6.9%
MCHP vs MAS
+61.2%
-68.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.4% | -10.5% | -11.6% |
| 7D | -20.1% | +4.6% | -24.6% | -22.5% |
| 30D | -20.2% | +19.9% | -40.1% | -29.8% |
| 3M | -16.1% | +8.9% | -25.0% | -21.2% |
| 6M | -33.4% | +20.2% | -53.6% | -42.4% |
| YTD | +3.5% | +33.9% | -30.4% | -19.7% |
| 1Y | +9.5% | +34.7% | -25.2% | -15.7% |
| All | -6.9% | +61.2% | -68.1% | -38.7% |
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