+59.7%
TOST vs MCO
+44.0%
+15.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | +0.1% |
| 7D | -0.9% | -2.7% | +1.8% | +1.2% |
| 30D | -3.5% | +0.9% | -4.4% | -4.3% |
| 3M | +38.1% | +8.7% | +29.5% | +28.5% |
| 6M | +9.9% | +2.4% | +7.5% | +7.6% |
| YTD | -6.3% | -5.2% | -1.1% | -2.3% |
| 1Y | -18.3% | -4.4% | -13.9% | -15.9% |
| 3Y | +59.7% | +45.1% | +14.6% | +19.5% |
| All | +59.7% | +44.0% | +15.8% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling