+42,373.8%
MCHP vs MOS
+110.8%
+42,263.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +1.7% | +9.5% | -7.8% | -0.7% |
| 30D | -4.1% | +10.4% | -14.5% | -6.8% |
| 3M | -22.5% | +12.9% | -35.4% | -25.3% |
| 6M | +7.3% | +1.2% | +6.0% | +5.3% |
| YTD | +18.4% | +9.3% | +9.1% | +13.6% |
| 1Y | +18.1% | -18.0% | +36.1% | +21.5% |
| 3Y | -2.8% | -29.0% | +26.2% | +2.2% |
| 5Y | +5.5% | -9.6% | +15.1% | +0.2% |
| 10Y | +185.8% | +6.1% | +179.8% | +139.1% |
| All | +42,373.8% | +110.8% | +42,263.0% | +22,326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling