+15.3%
MCHP vs MS
+49.1%
-33.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +2.8% | +2.5% | +0.3% | +1.1% |
| 30D | -12.8% | 0.0% | -12.8% | -12.9% |
| 3M | -19.2% | +2.4% | -21.7% | -20.0% |
| 6M | +14.5% | +36.4% | -21.8% | -2.9% |
| YTD | +17.1% | +23.8% | -6.7% | +2.2% |
| 1Y | +15.3% | +48.6% | -33.3% | -6.6% |
| All | +15.3% | +49.1% | -33.8% | -6.6% |
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 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