+153.3%
MS vs TOST
-48.0%
+201.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.4% | -3.4% | +4.8% | +2.0% |
| 30D | -0.3% | -2.4% | +2.2% | +0.1% |
| 3M | +0.3% | +34.6% | -34.3% | -5.5% |
| 6M | +31.3% | +15.2% | +16.1% | +26.6% |
| YTD | +24.7% | -4.4% | +29.1% | +23.9% |
| 1Y | +47.9% | -17.4% | +65.3% | +50.6% |
| 3Y | +178.3% | +54.5% | +123.9% | +147.4% |
| All | +153.3% | -48.0% | +201.3% | +134.6% |
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