+86.1%
MSFT vs TOST
-47.1%
+133.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +2.3% | +3.0% | -0.6% | +1.8% |
| 30D | -0.4% | +10.3% | -10.6% | -2.4% |
| 3M | +5.6% | -3.3% | +8.8% | +6.0% |
| 6M | +29.0% | +37.8% | -8.8% | +20.6% |
| YTD | +10.9% | -2.8% | +13.7% | +10.1% |
| 1Y | +6.2% | -9.6% | +15.8% | +6.7% |
| 3Y | +47.6% | +144.6% | -97.0% | +18.5% |
| 5Y | +67.9% | -31.0% | +98.9% | +47.8% |
| All | +86.1% | -47.1% | +133.2% | +69.0% |
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