-13.2%
MCHP vs MTSI
+203.6%
-216.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | +2.1% |
| 7D | +5.7% | +10.0% | -4.3% | +0.4% |
| 30D | -13.4% | -20.3% | +6.9% | -5.1% |
| 3M | -20.1% | -24.4% | +4.3% | -11.7% |
| 6M | -35.5% | -39.2% | +3.7% | -20.4% |
| YTD | -1.6% | +35.5% | -37.0% | -25.9% |
| 1Y | +15.5% | +43.0% | -27.6% | -16.1% |
| 3Y | -13.2% | +196.3% | -209.4% | -66.4% |
| All | -13.2% | +203.6% | -216.8% | -66.4% |
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