+226.4%
MU vs TOST
-11.6%
+238.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.9% |
| 7D | +21.6% | -4.7% | +26.3% | +20.5% |
| 30D | -16.2% | +8.5% | -24.7% | -14.7% |
| 3M | -12.4% | -1.6% | -10.8% | -12.2% |
| 6M | +4.2% | +44.1% | -39.9% | +11.5% |
| YTD | +180.0% | -5.6% | +185.6% | +207.1% |
| 1Y | +226.4% | -12.6% | +239.0% | +270.3% |
| All | +226.4% | -11.6% | +238.0% | +270.3% |
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 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