+595.5%
MPC vs TOST
-46.9%
+642.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -16.2% | +9.4% | -25.6% | -16.9% |
| 30D | -15.7% | +13.5% | -29.2% | -16.8% |
| 3M | +24.9% | -0.1% | +25.0% | +24.6% |
| 6M | +52.7% | +22.5% | +30.2% | +48.7% |
| YTD | +131.9% | -2.4% | +134.2% | +130.2% |
| 1Y | +96.6% | -4.7% | +101.3% | +95.6% |
| 3Y | +163.8% | +103.2% | +60.6% | +139.9% |
| 5Y | +533.1% | -41.2% | +574.4% | +489.9% |
| All | +595.5% | -46.9% | +642.3% | +554.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling