+209.4%
MAR vs TOST
-47.1%
+256.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | +17.0% | +10.3% | +6.8% | +14.7% |
| 3M | +23.2% | -3.3% | +26.4% | +23.7% |
| 6M | +21.7% | +37.8% | -16.1% | +13.5% |
| YTD | +38.9% | -2.8% | +41.7% | +37.4% |
| 1Y | +48.7% | -9.6% | +58.3% | +49.0% |
| 3Y | +122.9% | +144.6% | -21.7% | +80.0% |
| 5Y | +177.5% | -31.0% | +208.5% | +140.8% |
| All | +209.4% | -47.1% | +256.5% | +170.4% |
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