-12.6%
MCHP vs TOST
+138.1%
-150.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -4.3% | -4.7% | +0.4% | -2.9% |
| 30D | -16.3% | +8.5% | -24.8% | -18.4% |
| 3M | -21.4% | -1.6% | -19.8% | -21.5% |
| 6M | -35.8% | +44.1% | -79.9% | -43.9% |
| YTD | -0.9% | -5.6% | +4.7% | -1.4% |
| 1Y | +14.5% | -12.6% | +27.1% | +17.4% |
| All | -12.6% | +138.1% | -150.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling