-17.4%
TOST vs MCO
+0.4%
-17.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.5% |
| 7D | -3.4% | -4.2% | +0.7% | -0.6% |
| 30D | -2.4% | +2.2% | -4.6% | -3.9% |
| 3M | +34.6% | +10.1% | +24.5% | +25.6% |
| 6M | +15.2% | +5.3% | +9.9% | +10.5% |
| YTD | -4.4% | -2.7% | -1.7% | -2.3% |
| 1Y | -17.4% | -0.4% | -17.0% | -17.7% |
| All | -17.4% | +0.4% | -17.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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