-13.2%
MCHP vs MOS
-28.2%
+15.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.9% |
| 7D | +5.7% | -2.0% | +7.7% | +6.3% |
| 30D | -13.4% | +15.3% | -28.7% | -17.9% |
| 3M | -20.1% | +1.5% | -21.6% | -21.5% |
| 6M | -35.5% | -2.0% | -33.5% | -36.3% |
| YTD | -1.6% | -6.5% | +5.0% | -4.4% |
| 1Y | +15.5% | -11.1% | +26.5% | +14.0% |
| 3Y | -13.2% | -30.3% | +17.1% | -11.2% |
| All | -13.2% | -28.2% | +15.0% | -11.2% |
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