+53.8%
MSFT vs TOST
+99.4%
-45.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +1.1% | +11.6% | -10.5% | -1.0% |
| 30D | +1.3% | +16.2% | -15.0% | -1.7% |
| 3M | +10.2% | +1.0% | +9.1% | +9.6% |
| 6M | +30.8% | +23.2% | +7.6% | +24.8% |
| YTD | +11.5% | -1.0% | +12.5% | +9.5% |
| 1Y | +6.5% | -9.9% | +16.4% | +6.0% |
| All | +53.8% | +99.4% | -45.6% | +43.2% |
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