-43.4%
TOST vs MAS
+68.7%
-112.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.2% | +1.4% |
| 7D | +10.7% | +14.2% | -3.4% | +0.5% |
| 30D | +17.7% | +26.8% | -9.1% | -1.0% |
| 3M | +4.6% | +13.1% | -8.5% | -4.9% |
| 6M | +20.3% | +27.9% | -7.7% | -2.3% |
| YTD | -0.4% | +38.7% | -39.1% | -27.3% |
| 1Y | -0.8% | +40.4% | -41.1% | -28.4% |
| 3Y | +102.2% | +66.1% | +36.1% | +15.3% |
| 5Y | -41.3% | +47.4% | -88.7% | -62.8% |
| All | -43.4% | +68.7% | -112.1% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling