+143.4%
MPWR vs TOST
-46.9%
+190.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.7% |
| 7D | -1.7% | +9.4% | -11.2% | -4.7% |
| 30D | -16.5% | +13.5% | -30.0% | -20.2% |
| 3M | -12.3% | -0.1% | -12.1% | -13.1% |
| 6M | -27.7% | +22.5% | -50.2% | -34.7% |
| YTD | +32.0% | -2.4% | +34.4% | +27.0% |
| 1Y | +25.1% | -4.7% | +29.8% | +21.2% |
| 3Y | +146.5% | +103.2% | +43.3% | +73.2% |
| 5Y | +126.0% | -41.2% | +167.3% | +79.0% |
| All | +143.4% | -46.9% | +190.3% | +92.1% |
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