+97.0%
MA vs TOST
-46.1%
+143.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +3.2% | +11.6% | -8.4% | +1.4% |
| 30D | +15.9% | +16.2% | -0.3% | +13.2% |
| 3M | +15.2% | +1.0% | +14.1% | +14.8% |
| 6M | +32.4% | +23.2% | +9.2% | +27.4% |
| YTD | +15.6% | -1.0% | +16.6% | +14.5% |
| 1Y | +19.3% | -9.9% | +29.2% | +19.7% |
| 3Y | +73.0% | +101.0% | -28.1% | +50.9% |
| 5Y | +93.7% | -40.4% | +134.2% | +62.6% |
| All | +97.0% | -46.1% | +143.2% | +66.6% |
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