+134.5%
MO vs TOST
+96.7%
+37.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -2.4% | +9.4% | -11.9% | -2.4% |
| 30D | +9.7% | +13.5% | -3.8% | +9.8% |
| 3M | +14.1% | -0.1% | +14.3% | +14.1% |
| 6M | +11.9% | +22.5% | -10.6% | +12.2% |
| YTD | +38.4% | -2.4% | +40.8% | +39.1% |
| 1Y | +41.9% | -4.7% | +46.6% | +42.7% |
| 3Y | +134.5% | +103.2% | +31.3% | +123.0% |
| All | +134.5% | +96.7% | +37.9% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling