+33,314.4%
MCHP vs MS
+4,480.4%
+28,834.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.8% |
| 7D | -24.6% | -1.6% | -23.0% | -23.9% |
| 30D | -25.2% | -3.8% | -21.4% | -23.9% |
| 3M | -21.1% | -14.6% | -6.5% | -15.8% |
| 6M | -42.7% | -5.1% | -37.6% | -41.2% |
| YTD | -6.9% | +4.5% | -11.4% | -8.3% |
| 1Y | +0.9% | +13.5% | -12.7% | -3.7% |
| 3Y | -16.2% | +160.4% | -176.6% | -41.3% |
| 5Y | -24.1% | +112.9% | -137.0% | -42.4% |
| 10Y | +134.1% | +633.4% | -499.3% | +14.6% |
| All | +33,314.4% | +4,480.4% | +28,834.0% | +4,071.1% |
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