+53.3%
MSFT vs TOST
+55.9%
-2.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | -3.4% | +0.7% | -2.1% |
| 30D | +2.7% | -2.4% | +5.1% | +3.1% |
| 3M | +17.0% | +34.6% | -17.7% | +10.6% |
| 6M | +23.8% | +15.2% | +8.6% | +19.8% |
| YTD | +4.0% | -4.4% | +8.4% | +3.0% |
| 1Y | -0.8% | -17.4% | +16.6% | +0.1% |
| All | +53.3% | +55.9% | -2.6% | +47.3% |
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