-16.2%
MCHP vs MOS
-26.6%
+10.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.1% | -10.2% | -10.1% |
| 7D | -24.6% | +21.6% | -46.1% | -29.5% |
| 30D | -25.2% | +12.0% | -37.2% | -28.3% |
| 3M | -21.1% | -3.9% | -17.2% | -20.8% |
| 6M | -42.7% | -3.3% | -39.4% | -43.0% |
| YTD | -6.9% | -4.6% | -2.2% | -10.0% |
| 1Y | +0.9% | -7.0% | +7.9% | -2.1% |
| 3Y | -16.2% | -24.4% | +8.2% | -16.8% |
| All | -16.2% | -26.6% | +10.4% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling