-16.2%
MCHP vs MAS
+58.7%
-75.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.5% | -8.5% | -9.0% |
| 7D | -24.6% | +2.4% | -26.9% | -25.7% |
| 30D | -25.2% | +19.8% | -45.1% | -34.2% |
| 3M | -21.1% | +9.8% | -30.9% | -26.2% |
| 6M | -42.7% | +15.8% | -58.4% | -49.1% |
| YTD | -6.9% | +31.8% | -38.7% | -26.9% |
| 1Y | +0.9% | +35.4% | -34.5% | -22.7% |
| 3Y | -16.2% | +59.2% | -75.4% | -44.2% |
| All | -16.2% | +58.7% | -75.0% | -44.2% |
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 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