+465.8%
MCHP vs MTSI
+1,308.1%
-842.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.0% | 0.0% |
| 7D | +1.7% | +1.4% | +0.3% | +1.1% |
| 30D | -4.1% | +2.1% | -6.2% | -6.1% |
| 3M | -22.5% | -29.7% | +7.2% | -11.4% |
| 6M | +7.3% | +12.5% | -5.2% | +0.4% |
| YTD | +18.4% | +57.0% | -38.6% | -4.2% |
| 1Y | +18.1% | +103.9% | -85.8% | -14.8% |
| 3Y | -2.8% | +223.6% | -226.4% | -41.9% |
| 5Y | +5.5% | +321.6% | -316.1% | -42.5% |
| 10Y | +185.8% | +517.7% | -331.9% | +17.9% |
| All | +465.8% | +1,308.1% | -842.3% | +93.4% |
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