+130.8%
MO vs TOST
-46.7%
+177.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.8% | +4.0% | -5.8% | -1.8% |
| 30D | +5.8% | +11.1% | -5.3% | +5.6% |
| 3M | +12.7% | +0.8% | +11.8% | +12.6% |
| 6M | +14.8% | +38.8% | -24.0% | +14.3% |
| YTD | +37.8% | -2.1% | +39.9% | +38.0% |
| 1Y | +39.5% | -6.0% | +45.5% | +39.7% |
| 3Y | +136.1% | +149.8% | -13.7% | +129.9% |
| 5Y | +148.5% | -42.8% | +191.3% | +141.5% |
| All | +130.8% | -46.7% | +177.5% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling