+184.3%
MPWR vs TOST
-46.9%
+231.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.5% | -7.4% | -5.0% |
| 7D | +16.8% | 0.0% | +16.8% | +16.7% |
| 30D | +11.9% | +16.2% | -4.3% | +6.1% |
| 3M | +2.2% | -1.5% | +3.7% | +1.8% |
| 6M | -15.5% | +55.3% | -70.8% | -29.1% |
| YTD | +54.2% | -2.3% | +56.5% | +48.2% |
| 1Y | +51.5% | -5.5% | +57.0% | +47.1% |
| 3Y | +180.2% | +151.1% | +29.1% | +83.4% |
| 5Y | +156.8% | -27.9% | +184.7% | +98.0% |
| All | +184.3% | -46.9% | +231.2% | +124.2% |
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