+201.3%
MAR vs TOST
-46.7%
+248.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.2% | +4.0% | -3.8% | -0.6% |
| 30D | +14.0% | +11.1% | +3.0% | +11.6% |
| 3M | +18.1% | +0.8% | +17.3% | +17.6% |
| 6M | +18.6% | +38.8% | -20.2% | +10.4% |
| YTD | +35.3% | -2.1% | +37.3% | +33.6% |
| 1Y | +44.5% | -6.0% | +50.5% | +43.7% |
| 3Y | +120.7% | +149.8% | -29.1% | +77.6% |
| 5Y | +164.1% | -42.8% | +206.9% | +129.8% |
| All | +201.3% | -46.7% | +248.1% | +163.0% |
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