+149.9%
MPWR vs TOST
-48.0%
+197.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -2.6% | -3.4% | +0.8% | -1.5% |
| 30D | -9.0% | -2.4% | -6.6% | -8.6% |
| 3M | -25.8% | +34.6% | -60.4% | -33.7% |
| 6M | +11.8% | +15.2% | -3.4% | +3.3% |
| YTD | +35.5% | -4.4% | +39.9% | +32.1% |
| 1Y | +45.3% | -17.4% | +62.7% | +48.6% |
| 3Y | +138.5% | +54.5% | +84.0% | +85.3% |
| All | +149.9% | -48.0% | +197.9% | +99.8% |
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