+15.3%
MCHP vs MOS
-15.9%
+31.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.5% |
| 7D | +2.8% | +7.1% | -4.3% | +1.5% |
| 30D | -12.8% | +15.0% | -27.9% | -15.0% |
| 3M | -19.2% | +24.1% | -43.3% | -22.7% |
| 6M | +14.5% | +2.7% | +11.8% | +11.3% |
| YTD | +17.1% | +12.2% | +4.9% | +10.9% |
| 1Y | +15.3% | -16.3% | +31.6% | +24.4% |
| All | +15.3% | -15.9% | +31.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling