+345.1%
MCHP vs MTSI
+1,004.6%
-659.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +10.8% | -20.9% | -14.4% |
| 7D | -24.6% | -10.0% | -14.6% | -21.9% |
| 30D | -25.2% | -37.2% | +12.0% | -11.3% |
| 3M | -21.1% | -30.1% | +9.0% | -11.5% |
| 6M | -42.7% | -31.9% | -10.8% | -35.8% |
| YTD | -6.9% | +23.2% | -30.0% | -19.1% |
| 1Y | +0.9% | +26.4% | -25.5% | -13.4% |
| 3Y | -16.2% | +186.2% | -202.4% | -48.6% |
| 5Y | -24.1% | +187.0% | -211.2% | -53.5% |
| 10Y | +134.1% | +460.4% | -326.3% | +0.6% |
| All | +345.1% | +1,004.6% | -659.5% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling