+1.4%
MCHP vs TOST
-49.0%
+50.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.5% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -12.8% | -3.5% | -9.4% | -12.2% |
| 3M | -19.2% | +38.1% | -57.3% | -26.8% |
| 6M | +14.5% | +9.9% | +4.6% | +9.3% |
| YTD | +17.1% | -6.3% | +23.4% | +16.1% |
| 1Y | +15.3% | -18.3% | +33.6% | +18.7% |
| 3Y | +0.5% | +59.7% | -59.3% | -16.3% |
| All | +1.4% | -49.0% | +50.3% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling