+17.1%
MCHP vs MSTU
-93.8%
+110.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.4% |
| 7D | 0.0% | -16.6% | +16.6% | +1.2% |
| 30D | -6.0% | +69.7% | -75.7% | -10.2% |
| 3M | -19.7% | -7.5% | -12.2% | -20.8% |
| 6M | +14.0% | -43.1% | +57.1% | +13.5% |
| YTD | +18.4% | -63.0% | +81.5% | +21.3% |
| 1Y | +17.1% | -93.8% | +110.9% | +54.2% |
| All | +17.1% | -93.8% | +110.9% | +54.2% |
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