+45.2%
MO vs TOST
-7.5%
+52.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +1.1% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +7.5% | +16.2% | -8.6% | +8.5% |
| 3M | +22.8% | -1.5% | +24.3% | +22.5% |
| 6M | +13.4% | +55.3% | -42.0% | +18.5% |
| YTD | +43.0% | -2.3% | +45.3% | +43.5% |
| 1Y | +45.2% | -5.5% | +50.8% | +45.8% |
| All | +45.2% | -7.5% | +52.8% | +45.8% |
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