+201.4%
MCHP vs MS
+792.2%
-590.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.3% | +1.7% | -1.3% | -0.9% |
| 30D | -9.8% | 0.0% | -9.8% | -9.9% |
| 3M | -19.7% | +3.0% | -22.7% | -21.1% |
| 6M | +13.6% | +35.7% | -22.1% | -8.7% |
| YTD | +16.5% | +23.3% | -6.8% | -0.8% |
| 1Y | +15.7% | +44.7% | -29.0% | -12.3% |
| 3Y | 0.0% | +178.0% | -178.0% | -53.0% |
| 5Y | +4.4% | +143.2% | -138.8% | -46.6% |
| 10Y | +201.4% | +803.2% | -601.8% | -28.6% |
| All | +201.4% | +792.2% | -590.8% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling