+856.7%
MU vs TOST
-46.9%
+903.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.4% |
| 7D | -22.0% | +9.4% | -31.4% | -23.8% |
| 30D | -36.6% | +13.5% | -50.1% | -38.6% |
| 3M | -21.7% | -0.1% | -21.6% | -22.3% |
| 6M | +3.5% | +22.5% | -18.9% | -3.8% |
| YTD | +141.9% | -2.4% | +144.3% | +135.5% |
| 1Y | +189.8% | -4.7% | +194.5% | +184.2% |
| 3Y | +855.4% | +103.2% | +752.2% | +647.6% |
| 5Y | +869.2% | -41.2% | +910.4% | +741.6% |
| All | +856.7% | -46.9% | +903.6% | +724.4% |
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