+201.4%
MAR vs TOST
-46.1%
+247.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +4.4% | +11.6% | -7.2% | +2.2% |
| 30D | +15.5% | +16.2% | -0.7% | +12.1% |
| 3M | +15.7% | +1.0% | +14.7% | +15.2% |
| 6M | +18.2% | +23.2% | -5.0% | +12.3% |
| YTD | +35.3% | -1.0% | +36.3% | +33.4% |
| 1Y | +48.6% | -9.9% | +58.5% | +49.1% |
| 3Y | +124.3% | +101.0% | +23.3% | +87.6% |
| 5Y | +159.7% | -40.4% | +200.1% | +125.8% |
| All | +201.4% | -46.1% | +247.5% | +162.5% |
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