+45.3%
MPWR vs TOST
-20.0%
+65.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -2.6% | -3.4% | +0.8% | -2.8% |
| 30D | -9.0% | -2.4% | -6.6% | -9.1% |
| 3M | -25.8% | +34.6% | -60.4% | -25.4% |
| 6M | +11.8% | +15.2% | -3.4% | +12.9% |
| YTD | +35.5% | -4.4% | +39.9% | +42.0% |
| 1Y | +45.3% | -17.4% | +62.7% | +61.3% |
| All | +45.3% | -20.0% | +65.4% | +61.3% |
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