+102.1%
MA vs TOST
-45.8%
+147.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.5% | +3.1% |
| 7D | +10.2% | +10.7% | -0.5% | +8.5% |
| 30D | +19.3% | +17.7% | +1.6% | +16.2% |
| 3M | +18.0% | +4.6% | +13.4% | +16.9% |
| 6M | +33.7% | +20.3% | +13.4% | +29.2% |
| YTD | +18.6% | -0.4% | +19.0% | +17.3% |
| 1Y | +22.5% | -0.8% | +23.2% | +21.0% |
| 3Y | +77.4% | +102.2% | -24.8% | +54.6% |
| 5Y | +106.6% | -41.3% | +147.9% | +73.2% |
| All | +102.1% | -45.8% | +147.9% | +70.7% |
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