+540.9%
MPC vs TOST
-41.7%
+582.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.9% |
| 7D | -12.8% | +11.6% | -24.4% | -13.7% |
| 30D | -12.7% | +16.2% | -29.0% | -14.1% |
| 3M | +27.1% | +1.0% | +26.0% | +26.6% |
| 6M | +45.8% | +23.2% | +22.6% | +41.8% |
| YTD | +134.7% | -1.0% | +135.7% | +132.7% |
| 1Y | +106.0% | -9.9% | +115.9% | +106.2% |
| 3Y | +165.5% | +101.0% | +64.5% | +140.3% |
| 5Y | +540.9% | -40.4% | +581.3% | +515.5% |
| All | +540.9% | -41.7% | +582.6% | +515.5% |
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