+96.1%
MA vs TOST
-46.9%
+142.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +2.3% | +9.4% | -7.1% | +0.9% |
| 30D | +14.7% | +13.5% | +1.2% | +12.4% |
| 3M | +13.5% | -0.1% | +13.6% | +13.3% |
| 6M | +33.1% | +22.5% | +10.7% | +28.3% |
| YTD | +15.1% | -2.4% | +17.4% | +14.2% |
| 1Y | +18.7% | -4.7% | +23.4% | +18.2% |
| 3Y | +72.1% | +103.2% | -31.1% | +49.9% |
| 5Y | +92.8% | -41.2% | +134.0% | +62.2% |
| All | +96.1% | -46.9% | +142.9% | +66.2% |
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