+72.9%
MA vs TOST
+99.4%
-26.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +3.2% | +11.6% | -8.4% | +1.3% |
| 30D | +15.9% | +16.2% | -0.3% | +12.9% |
| 3M | +15.2% | +1.0% | +14.1% | +14.7% |
| 6M | +32.4% | +23.2% | +9.2% | +27.1% |
| YTD | +15.6% | -1.0% | +16.6% | +14.2% |
| 1Y | +19.3% | -9.9% | +29.2% | +19.2% |
| All | +72.9% | +99.4% | -26.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling