+16.5%
MCHP vs TOST
-10.2%
+26.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.0% |
| 7D | -17.5% | -3.6% | -13.9% | -17.5% |
| 30D | -15.8% | +8.9% | -24.7% | -16.1% |
| 3M | -22.9% | -2.2% | -20.6% | -23.0% |
| 6M | -36.6% | +41.0% | -77.5% | -38.4% |
| YTD | -0.8% | -4.0% | +3.1% | +7.5% |
| 1Y | +16.5% | -9.6% | +26.1% | +33.2% |
| All | +16.5% | -10.2% | +26.8% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling