+106.0%
MPC vs TOST
-6.2%
+112.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -4.0% |
| 7D | -12.8% | +11.6% | -24.4% | -12.0% |
| 30D | -12.7% | +16.2% | -29.0% | -11.8% |
| 3M | +27.1% | +1.0% | +26.0% | +27.7% |
| 6M | +45.8% | +23.2% | +22.6% | +47.9% |
| YTD | +134.7% | -1.0% | +135.7% | +130.5% |
| 1Y | +106.0% | -9.9% | +115.9% | +101.5% |
| All | +106.0% | -6.2% | +112.2% | +101.5% |
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 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