+35,118.3%
MCHP vs MS
+4,623.3%
+30,495.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.2% |
| 7D | -19.2% | +0.7% | -19.9% | -19.2% |
| 30D | -18.6% | -0.9% | -17.7% | -18.1% |
| 3M | -26.9% | -13.0% | -14.0% | -22.7% |
| 6M | -37.2% | -2.0% | -35.3% | -36.4% |
| YTD | -1.8% | +7.8% | -9.6% | -4.5% |
| 1Y | +12.1% | +17.9% | -5.7% | +5.5% |
| 3Y | -10.0% | +174.8% | -184.8% | -38.2% |
| 5Y | -17.3% | +119.9% | -137.1% | -38.0% |
| 10Y | +131.0% | +578.8% | -447.8% | +15.9% |
| All | +35,118.3% | +4,623.3% | +30,495.0% | +4,245.2% |
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 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