+1.1%
MCHP vs MOS
-25.5%
+26.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +1.7% | +9.5% | -7.8% | -1.4% |
| 30D | -4.1% | +10.4% | -14.5% | -7.6% |
| 3M | -22.5% | +12.9% | -35.4% | -26.3% |
| 6M | +7.3% | +1.2% | +6.0% | +4.1% |
| YTD | +18.4% | +9.3% | +9.1% | +10.3% |
| 1Y | +18.1% | -18.0% | +36.1% | +24.3% |
| All | +1.1% | -25.5% | +26.7% | -0.5% |
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