+2.6%
MCHP vs MSTU
-85.2%
+87.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.7% |
| 7D | +1.7% | +21.3% | -19.6% | -0.5% |
| 30D | -4.1% | +90.8% | -94.9% | -10.5% |
| 3M | -22.5% | -6.8% | -15.8% | -24.2% |
| 6M | +7.3% | -39.8% | +47.1% | +6.8% |
| YTD | +18.4% | -55.7% | +74.1% | +17.5% |
| 1Y | +18.1% | -92.7% | +110.8% | +39.2% |
| All | +2.6% | -85.2% | +87.8% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling