+52.3%
MSFT vs TOST
+96.7%
-44.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +1.7% | +9.4% | -7.8% | -0.1% |
| 30D | +0.2% | +13.5% | -13.3% | -2.3% |
| 3M | +6.4% | -0.1% | +6.5% | +6.1% |
| 6M | +28.7% | +22.5% | +6.2% | +23.0% |
| YTD | +10.4% | -2.4% | +12.8% | +8.7% |
| 1Y | +7.6% | -4.7% | +12.3% | +6.2% |
| 3Y | +52.3% | +103.2% | -50.9% | +42.1% |
| All | +52.3% | +96.7% | -44.3% | +42.1% |
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