-45.7%
TOST vs MCO
+38.3%
-84.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +2.2% |
| 7D | -3.4% | -4.2% | +0.7% | +0.7% |
| 30D | -2.4% | +2.2% | -4.6% | -4.8% |
| 3M | +34.6% | +10.1% | +24.5% | +21.1% |
| 6M | +15.2% | +5.3% | +9.9% | +8.7% |
| YTD | -4.4% | -2.7% | -1.7% | -2.8% |
| 1Y | -17.4% | -0.4% | -17.0% | -19.0% |
| 3Y | +54.5% | +49.0% | +5.4% | -8.0% |
| All | -45.7% | +38.3% | -84.0% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling