+35,450.4%
MCHP vs MSI
+1,950.0%
+33,500.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -4.3% | +2.6% | -6.9% | -5.4% |
| 30D | -16.3% | +18.1% | -34.4% | -23.1% |
| 3M | -21.4% | +13.2% | -34.6% | -26.4% |
| 6M | -35.8% | +36.3% | -72.0% | -45.7% |
| YTD | -0.9% | +39.5% | -40.4% | -17.8% |
| 1Y | +14.5% | +36.9% | -22.4% | -4.2% |
| 3Y | -13.7% | +76.1% | -89.8% | -37.0% |
| 5Y | -16.9% | +123.7% | -140.6% | -45.8% |
| 10Y | +137.5% | +664.3% | -526.8% | -14.5% |
| All | +35,450.4% | +1,950.0% | +33,500.5% | +6,118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling