-40.4%
TOST vs MAS
+41.7%
-82.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | +1.9% |
| 7D | +11.6% | +4.6% | +7.1% | +8.0% |
| 30D | +16.2% | +19.9% | -3.6% | +1.5% |
| 3M | +1.0% | +8.9% | -7.9% | -5.7% |
| 6M | +23.2% | +20.2% | +3.0% | +4.7% |
| YTD | -1.0% | +33.9% | -34.9% | -26.3% |
| 1Y | -9.9% | +34.7% | -44.6% | -33.3% |
| 3Y | +101.0% | +60.4% | +40.6% | +15.8% |
| 5Y | -40.4% | +43.5% | -83.9% | -62.8% |
| All | -40.4% | +41.7% | -82.1% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling