+1,362.4%
MU vs TOST
+55.9%
+1,306.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -3.4% | +12.4% | +9.7% |
| 30D | +13.8% | -2.4% | +16.3% | +14.2% |
| 3M | +2.1% | +34.6% | -32.5% | -4.9% |
| 6M | +153.8% | +15.2% | +138.6% | +141.7% |
| YTD | +256.4% | -4.4% | +260.8% | +255.9% |
| 1Y | +719.8% | -17.4% | +737.2% | +754.2% |
| All | +1,362.4% | +55.9% | +1,306.5% | +1,183.2% |
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