+822.0%
MU vs TOST
-41.7%
+863.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.6% | -16.9% | -17.3% |
| 7D | -29.7% | +11.6% | -41.4% | -31.7% |
| 30D | -37.2% | +16.2% | -53.4% | -39.6% |
| 3M | -26.5% | +1.0% | -27.5% | -27.2% |
| 6M | +2.6% | +23.2% | -20.6% | -5.0% |
| YTD | +130.1% | -1.0% | +131.1% | +123.3% |
| 1Y | +176.7% | -9.9% | +186.6% | +175.6% |
| 3Y | +813.1% | +101.0% | +712.1% | +610.9% |
| 5Y | +822.0% | -40.4% | +862.4% | +732.6% |
| All | +822.0% | -41.7% | +863.6% | +732.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling