+117.2%
MPC vs TOST
+2.2%
+115.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.5% | -13.6% | -7.7% |
| 7D | -10.9% | +10.7% | -21.6% | -10.3% |
| 30D | -9.4% | +17.7% | -27.2% | -8.5% |
| 3M | +26.0% | +4.6% | +21.3% | +26.7% |
| 6M | +56.5% | +20.3% | +36.2% | +58.4% |
| YTD | +144.3% | -0.4% | +144.7% | +142.5% |
| 1Y | +117.2% | -0.8% | +118.0% | +115.6% |
| All | +117.2% | +2.2% | +115.0% | +115.6% |
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