+2.6%
MCHP vs MSTU
-87.7%
+90.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.4% |
| 7D | 0.0% | -16.6% | +16.6% | +1.6% |
| 30D | -6.0% | +69.7% | -75.7% | -11.6% |
| 3M | -19.7% | -7.5% | -12.2% | -21.3% |
| 6M | +14.0% | -43.1% | +57.1% | +14.1% |
| YTD | +18.4% | -63.0% | +81.5% | +19.4% |
| 1Y | +17.1% | -93.8% | +110.9% | +39.9% |
| All | +2.6% | -87.7% | +90.3% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling