+210.0%
MAR vs TOST
-47.7%
+257.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +1.0% | -3.6% | +4.6% | +1.7% |
| 30D | +16.2% | +8.9% | +7.3% | +14.2% |
| 3M | +23.1% | -2.2% | +25.3% | +23.3% |
| 6M | +22.0% | +41.0% | -19.0% | +13.2% |
| YTD | +39.2% | -4.0% | +43.1% | +38.0% |
| 1Y | +48.3% | -9.6% | +57.9% | +48.6% |
| 3Y | +123.4% | +141.7% | -18.3% | +80.8% |
| 5Y | +185.4% | -29.5% | +214.9% | +147.9% |
| All | +210.0% | -47.7% | +257.8% | +171.6% |
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