+143.1%
MAR vs TOST
-48.0%
+191.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -4.2% | -3.4% | -0.7% | -3.5% |
| 30D | -6.7% | -2.4% | -4.2% | -6.3% |
| 3M | -12.5% | +34.6% | -47.1% | -17.7% |
| 6M | +0.6% | +15.2% | -14.6% | -3.2% |
| YTD | +9.1% | -4.4% | +13.5% | +8.5% |
| 1Y | +26.2% | -17.4% | +43.6% | +28.7% |
| 3Y | +68.2% | +54.5% | +13.7% | +47.7% |
| All | +143.1% | -48.0% | +191.1% | +113.5% |
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