+192.2%
MCHP vs MOS
+11.1%
+181.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.9% |
| 7D | +2.8% | +7.1% | -4.3% | +0.4% |
| 30D | -12.8% | +15.0% | -27.9% | -17.1% |
| 3M | -19.2% | +24.1% | -43.3% | -25.5% |
| 6M | +14.5% | +2.7% | +11.8% | +11.1% |
| YTD | +17.1% | +12.2% | +4.9% | +9.5% |
| 1Y | +15.3% | -16.3% | +31.6% | +18.7% |
| 3Y | +0.5% | -23.3% | +23.8% | +3.7% |
| 5Y | +6.1% | -4.2% | +10.3% | -6.3% |
| 10Y | +192.2% | +12.6% | +179.7% | +112.0% |
| All | +192.2% | +11.1% | +181.2% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MOS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling