-16.2%
MCHP vs MS
+157.8%
-174.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.6% |
| 7D | -24.6% | -1.6% | -23.0% | -23.3% |
| 30D | -25.2% | -3.8% | -21.4% | -22.6% |
| 3M | -21.1% | -14.6% | -6.5% | -10.3% |
| 6M | -42.7% | -5.1% | -37.6% | -39.7% |
| YTD | -6.9% | +4.5% | -11.4% | -10.7% |
| 1Y | +0.9% | +13.5% | -12.7% | -9.5% |
| 3Y | -16.2% | +160.4% | -176.6% | -61.2% |
| All | -16.2% | +157.8% | -174.0% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling