+131.3%
MPWR vs TOST
-46.1%
+177.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.6% | -9.7% | -10.1% |
| 7D | -5.6% | +11.6% | -17.2% | -9.0% |
| 30D | -23.2% | +16.2% | -39.5% | -27.1% |
| 3M | -15.8% | +1.0% | -16.8% | -16.9% |
| 6M | -28.5% | +23.2% | -51.7% | -35.5% |
| YTD | +25.5% | -1.0% | +26.4% | +20.2% |
| 1Y | +13.9% | -9.9% | +23.8% | +12.8% |
| 3Y | +134.6% | +101.0% | +33.5% | +65.6% |
| 5Y | +114.8% | -40.4% | +155.3% | +69.4% |
| All | +131.3% | -46.1% | +177.5% | +81.8% |
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