-48.1%
TOST vs MCO
+33.0%
-81.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.1% |
| 7D | -4.7% | -3.1% | -1.5% | -1.7% |
| 30D | -9.1% | -0.5% | -8.5% | -8.7% |
| 3M | +29.8% | +5.7% | +24.1% | +21.7% |
| 6M | +10.0% | +3.0% | +7.0% | +6.1% |
| YTD | -8.6% | -6.5% | -2.1% | -3.3% |
| 1Y | -20.7% | -5.8% | -14.9% | -17.5% |
| 3Y | +55.7% | +43.1% | +12.6% | -3.3% |
| All | -48.1% | +33.0% | -81.1% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling