-0.8%
TOST vs MAS
+40.8%
-41.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.2% | +3.8% |
| 7D | +10.7% | +14.2% | -3.4% | +6.7% |
| 30D | +17.7% | +26.8% | -9.1% | +10.4% |
| 3M | +4.6% | +13.1% | -8.5% | +0.5% |
| 6M | +20.3% | +27.9% | -7.7% | +11.9% |
| YTD | -0.4% | +38.7% | -39.1% | -14.2% |
| 1Y | -0.8% | +40.4% | -41.1% | -15.8% |
| All | -0.8% | +40.8% | -41.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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