-15.1%
MCHP vs TOST
-46.7%
+31.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -19.2% | +4.0% | -23.2% | -20.1% |
| 30D | -18.6% | +11.1% | -29.6% | -21.0% |
| 3M | -26.9% | +0.8% | -27.8% | -27.6% |
| 6M | -37.2% | +38.8% | -76.1% | -43.7% |
| YTD | -1.8% | -2.1% | +0.2% | -4.2% |
| 1Y | +12.1% | -6.0% | +18.2% | +10.8% |
| 3Y | -10.0% | +149.8% | -159.8% | -33.2% |
| 5Y | -17.3% | -42.8% | +25.5% | -29.9% |
| All | -15.1% | -46.7% | +31.7% | -28.9% |
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