+134.5%
MCHP vs MSI
+664.3%
-529.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +5.7% | +3.2% | +2.5% | +3.8% |
| 30D | -13.4% | +17.6% | -31.0% | -21.9% |
| 3M | -20.1% | +14.5% | -34.7% | -27.0% |
| 6M | -35.5% | +34.3% | -69.8% | -47.5% |
| YTD | -1.6% | +39.7% | -41.3% | -23.0% |
| 1Y | +15.5% | +40.2% | -24.7% | -9.9% |
| 3Y | -13.2% | +77.1% | -90.3% | -44.3% |
| 5Y | -17.5% | +124.0% | -141.5% | -55.4% |
| All | +134.5% | +664.3% | -529.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling