+44.8%
MAR vs TOST
-6.7%
+51.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.2% | +4.0% | -3.8% | -0.4% |
| 30D | +14.0% | +11.1% | +3.0% | +12.3% |
| 3M | +18.1% | +0.8% | +17.3% | +17.5% |
| 6M | +18.6% | +38.8% | -20.2% | +13.3% |
| YTD | +35.3% | -2.1% | +37.3% | +33.7% |
| All | +44.8% | -6.7% | +51.5% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling