+1,002.7%
MU vs TOST
-45.8%
+1,048.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.5% | -12.5% | -8.2% |
| 7D | -19.1% | +10.7% | -29.9% | -21.1% |
| 30D | -25.2% | +17.7% | -43.0% | -28.2% |
| 3M | -10.9% | +4.6% | -15.5% | -12.5% |
| 6M | +38.0% | +20.3% | +17.7% | +28.7% |
| YTD | +178.8% | -0.4% | +179.2% | +170.2% |
| 1Y | +265.1% | -0.8% | +265.9% | +254.3% |
| 3Y | +1,006.2% | +102.2% | +904.0% | +767.0% |
| 5Y | +1,027.5% | -41.3% | +1,068.8% | +876.5% |
| All | +1,002.7% | -45.8% | +1,048.5% | +845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling