+161.8%
MS vs TOST
+99.4%
+62.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.8% |
| 7D | -3.4% | +11.6% | -15.0% | -5.6% |
| 30D | -3.9% | +16.2% | -20.1% | -7.0% |
| 3M | -15.9% | +1.0% | -16.9% | -16.4% |
| 6M | -2.5% | +23.2% | -25.7% | -7.9% |
| YTD | +5.1% | -1.0% | +6.1% | +3.6% |
| 1Y | +13.0% | -9.9% | +22.8% | +13.8% |
| All | +161.8% | +99.4% | +62.4% | +122.1% |
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