-22.7%
MCHP vs TOST
-38.4%
+15.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.4% | -8.6% | -9.6% |
| 7D | -24.6% | +9.4% | -34.0% | -26.5% |
| 30D | -25.2% | +13.5% | -38.7% | -27.9% |
| 3M | -21.1% | -0.1% | -20.9% | -21.5% |
| 6M | -42.7% | +22.5% | -65.1% | -47.0% |
| YTD | -6.9% | -2.4% | -4.5% | -9.1% |
| 1Y | +0.9% | -4.7% | +5.6% | -0.8% |
| 3Y | -16.2% | +103.2% | -119.4% | -35.1% |
| All | -22.7% | -38.4% | +15.7% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling