+205.7%
MAR vs TOST
-46.9%
+252.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +13.8% | +16.2% | -2.4% | +10.4% |
| 3M | +20.3% | -1.5% | +21.8% | +20.4% |
| 6M | +21.3% | +55.3% | -34.0% | +10.5% |
| YTD | +37.2% | -2.3% | +39.5% | +35.6% |
| 1Y | +48.4% | -5.5% | +54.0% | +47.5% |
| 3Y | +120.1% | +151.1% | -31.0% | +76.9% |
| 5Y | +182.1% | -27.9% | +210.0% | +144.2% |
| All | +205.7% | -46.9% | +252.5% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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