+90.3%
MSFT vs TOST
-46.7%
+137.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.7% |
| 7D | +7.5% | +4.0% | +3.5% | +6.7% |
| 30D | +1.9% | +11.1% | -9.2% | -0.3% |
| 3M | +9.2% | +0.8% | +8.4% | +8.8% |
| 6M | +31.9% | +38.8% | -6.9% | +23.1% |
| YTD | +13.4% | -2.1% | +15.5% | +12.4% |
| 1Y | +10.6% | -6.0% | +16.7% | +10.3% |
| 3Y | +54.7% | +149.8% | -95.1% | +23.7% |
| 5Y | +69.1% | -42.8% | +111.9% | +51.2% |
| All | +90.3% | -46.7% | +137.0% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling