+42,373.9%
MCHP vs MS
+5,363.0%
+37,010.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.3% |
| 7D | +1.7% | +1.4% | +0.3% | +1.2% |
| 30D | -4.1% | -0.3% | -3.8% | -4.0% |
| 3M | -22.5% | +0.3% | -22.8% | -22.3% |
| 6M | +7.3% | +31.3% | -24.1% | -3.2% |
| YTD | +18.4% | +24.7% | -6.3% | +8.5% |
| 1Y | +18.1% | +47.9% | -29.8% | +1.4% |
| 3Y | -2.8% | +178.3% | -181.1% | -34.1% |
| 5Y | +5.5% | +144.9% | -139.4% | -24.5% |
| 10Y | +185.8% | +804.5% | -618.7% | +28.7% |
| All | +42,373.9% | +5,363.0% | +37,010.8% | +4,835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling