+18.1%
MCHP vs MSTU
-92.8%
+110.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.7% |
| 7D | +1.7% | +21.3% | -19.6% | 0.0% |
| 30D | -4.1% | +90.8% | -94.9% | -9.0% |
| 3M | -22.5% | -6.8% | -15.8% | -23.8% |
| 6M | +7.3% | -39.8% | +47.1% | +6.1% |
| YTD | +18.4% | -55.7% | +74.1% | +19.9% |
| 1Y | +18.1% | -92.7% | +110.8% | +55.6% |
| All | +18.1% | -92.8% | +110.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling