+719.8%
MU vs TOST
-20.0%
+739.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -3.4% | +12.4% | +8.6% |
| 30D | +13.8% | -2.4% | +16.3% | +13.6% |
| 3M | +2.1% | +34.6% | -32.5% | +4.4% |
| 6M | +153.8% | +15.2% | +138.6% | +158.1% |
| YTD | +256.4% | -4.4% | +260.8% | +283.6% |
| 1Y | +719.8% | -17.4% | +737.2% | +816.2% |
| All | +719.8% | -20.0% | +739.8% | +816.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling