+625.6%
MPC vs TOST
-48.0%
+673.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -3.4% | +8.9% | +5.8% |
| 30D | +31.0% | -2.4% | +33.4% | +31.2% |
| 3M | +46.0% | +34.6% | +11.4% | +41.5% |
| 6M | +77.3% | +15.2% | +62.1% | +73.8% |
| YTD | +141.9% | -4.4% | +146.3% | +141.2% |
| 1Y | +120.9% | -17.4% | +138.3% | +123.1% |
| 3Y | +182.7% | +54.5% | +128.2% | +163.8% |
| All | +625.6% | -48.0% | +673.6% | +585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling