-1.0%
MCHP vs MSTU
-88.1%
+87.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.8% | -1.4% |
| 7D | -2.1% | -22.0% | +19.9% | 0.0% |
| 30D | -11.1% | +60.3% | -71.4% | -16.0% |
| 3M | -18.1% | -3.7% | -14.4% | -20.0% |
| 6M | +10.8% | -45.2% | +56.0% | +11.2% |
| YTD | +14.2% | -64.3% | +78.6% | +15.5% |
| 1Y | +13.5% | -94.0% | +107.5% | +36.0% |
| All | -1.0% | -88.1% | +87.1% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling