+200.8%
MAR vs TOST
-46.9%
+247.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +4.3% | +9.4% | -5.1% | +2.5% |
| 30D | +16.8% | +13.5% | +3.3% | +13.9% |
| 3M | +16.0% | -0.1% | +16.2% | +15.8% |
| 6M | +16.5% | +22.5% | -6.0% | +10.8% |
| YTD | +35.0% | -2.4% | +37.4% | +33.5% |
| 1Y | +49.4% | -4.7% | +54.1% | +48.2% |
| 3Y | +124.1% | +103.2% | +20.8% | +87.0% |
| 5Y | +159.2% | -41.2% | +200.4% | +126.0% |
| All | +200.8% | -46.9% | +247.7% | +162.7% |
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