-17.3%
MCHP vs TOST
-27.7%
+10.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.6% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -13.4% | +16.2% | -29.6% | -17.2% |
| 3M | -20.1% | -1.5% | -18.6% | -20.2% |
| 6M | -35.5% | +55.3% | -90.8% | -44.3% |
| YTD | -1.6% | -2.3% | +0.8% | -4.0% |
| 1Y | +15.5% | -5.5% | +21.0% | +13.8% |
| 3Y | -13.2% | +151.1% | -164.3% | -36.6% |
| All | -17.3% | -27.7% | +10.4% | -33.1% |
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