+98.0%
MO vs TOST
+62.0%
+36.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -3.4% | +3.7% | +0.3% |
| 30D | +0.6% | -2.4% | +3.1% | +0.7% |
| 3M | -1.0% | +34.6% | -35.6% | -0.9% |
| 6M | +4.3% | +15.2% | -10.9% | +4.5% |
| YTD | +23.3% | -4.4% | +27.7% | +23.9% |
| 1Y | +10.5% | -17.4% | +27.9% | +11.4% |
| All | +98.0% | +62.0% | +36.0% | +89.1% |
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