+4.4%
MCHP vs MSI
+97.7%
-93.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +0.3% | -4.0% | +4.3% | +2.6% |
| 30D | -9.8% | -0.5% | -9.3% | -9.8% |
| 3M | -19.7% | +11.4% | -31.1% | -25.7% |
| 6M | +13.6% | +1.0% | +12.6% | +11.2% |
| YTD | +16.5% | +20.7% | -4.1% | +0.5% |
| 1Y | +15.7% | -2.7% | +18.4% | +15.4% |
| 3Y | 0.0% | +68.2% | -68.2% | -38.1% |
| 5Y | +4.4% | +100.0% | -95.5% | -44.8% |
| All | +4.4% | +97.7% | -93.3% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling