+42,373.9%
MCHP vs MSI
+1,704.3%
+40,669.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +1.7% | -3.7% | +5.4% | +3.5% |
| 30D | -4.1% | +6.8% | -10.9% | -7.8% |
| 3M | -22.5% | +14.3% | -36.8% | -28.2% |
| 6M | +7.3% | -1.6% | +8.9% | +6.4% |
| YTD | +18.4% | +22.8% | -4.4% | +4.9% |
| 1Y | +18.1% | -1.1% | +19.2% | +15.8% |
| 3Y | -2.8% | +70.5% | -73.3% | -27.8% |
| 5Y | +5.5% | +102.8% | -97.3% | -27.6% |
| 10Y | +185.8% | +597.4% | -411.6% | +8.0% |
| All | +42,373.9% | +1,704.3% | +40,669.5% | +7,837.2% |
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