+15.3%
MCHP vs TOST
-18.7%
+34.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.9% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | -12.8% | -3.5% | -9.4% | -12.7% |
| 3M | -19.2% | +38.1% | -57.3% | -22.4% |
| 6M | +14.5% | +9.9% | +4.6% | +13.3% |
| YTD | +17.1% | -6.3% | +23.4% | +23.2% |
| 1Y | +15.3% | -18.3% | +33.6% | +24.0% |
| All | +15.3% | -18.7% | +34.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TOST 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling