-15.7%
MCHP vs MAS
+41.7%
-57.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.4% | -10.5% | -11.5% |
| 7D | -20.1% | +4.6% | -24.6% | -22.6% |
| 30D | -20.2% | +19.9% | -40.1% | -30.2% |
| 3M | -16.1% | +8.9% | -25.0% | -21.5% |
| 6M | -33.4% | +20.2% | -53.6% | -42.7% |
| YTD | +3.5% | +33.9% | -30.4% | -19.7% |
| 1Y | +9.5% | +34.7% | -25.2% | -15.7% |
| 3Y | -8.5% | +60.4% | -68.9% | -38.8% |
| 5Y | -15.7% | +43.5% | -59.1% | -36.7% |
| All | -15.7% | +41.7% | -57.4% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling