-16.2%
MCHP vs MTSI
+181.3%
-197.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +10.8% | -20.9% | -15.5% |
| 7D | -24.6% | -10.0% | -14.6% | -21.1% |
| 30D | -25.2% | -37.2% | +12.0% | -7.0% |
| 3M | -21.1% | -30.1% | +9.0% | -8.9% |
| 6M | -42.7% | -31.9% | -10.8% | -34.2% |
| YTD | -6.9% | +23.2% | -30.0% | -26.3% |
| 1Y | +0.9% | +26.4% | -25.5% | -21.8% |
| 3Y | -16.2% | +186.2% | -202.4% | -67.4% |
| All | -16.2% | +181.3% | -197.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 3y: compounded portfolio wealth divided by compounded MTSI 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…
3y analysis · Full analysis span regression · 6 months rolling