+29.9%
MCHP vs MS
+22.2%
+7.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -6.2% |
| 7D | -5.4% | +2.6% | -8.0% | -7.2% |
| 30D | -7.5% | +2.6% | -10.2% | -9.3% |
| 3M | -6.0% | -10.1% | +4.0% | +1.0% |
| 6M | -20.1% | +4.4% | -24.4% | -19.9% |
| YTD | +20.2% | +11.7% | +8.5% | +11.2% |
| 1Y | +29.9% | +20.9% | +9.0% | +8.1% |
| All | +29.9% | +22.2% | +7.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling