+137.7%
MCHP vs MOS
-1.8%
+139.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | -17.5% | +5.5% | -23.0% | -19.1% |
| 30D | -15.8% | +21.0% | -36.8% | -21.8% |
| 3M | -22.9% | -0.5% | -22.4% | -24.0% |
| 6M | -36.6% | +6.6% | -43.2% | -39.3% |
| YTD | -0.8% | -2.8% | +1.9% | -4.0% |
| 1Y | +16.5% | -8.1% | +24.6% | +14.6% |
| 3Y | -13.6% | -25.6% | +12.0% | -10.7% |
| 5Y | -17.0% | -29.8% | +12.7% | -18.7% |
| 10Y | +137.7% | +0.6% | +137.1% | +76.0% |
| All | +137.7% | -1.8% | +139.5% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling