+113.5%
MS vs TOST
-46.1%
+159.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.8% |
| 7D | -3.4% | +11.6% | -15.0% | -5.3% |
| 30D | -3.9% | +16.2% | -20.1% | -6.6% |
| 3M | -15.9% | +1.0% | -16.9% | -16.3% |
| 6M | -2.5% | +23.2% | -25.7% | -7.2% |
| YTD | +5.1% | -1.0% | +6.1% | +3.6% |
| 1Y | +13.0% | -9.9% | +22.8% | +13.2% |
| 3Y | +160.7% | +101.0% | +59.6% | +121.9% |
| 5Y | +114.0% | -40.4% | +154.4% | +94.1% |
| All | +113.5% | -46.1% | +159.6% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling