-6.9%
MDT vs TOST
-46.9%
+40.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.8% |
| 7D | +5.4% | +9.4% | -4.0% | +4.6% |
| 30D | +19.1% | +13.5% | +5.6% | +17.7% |
| 3M | +19.5% | -0.1% | +19.6% | +19.4% |
| 6M | +33.5% | +22.5% | +11.0% | +30.6% |
| YTD | +8.7% | -2.4% | +11.1% | +8.2% |
| 1Y | +16.8% | -4.7% | +21.5% | +16.4% |
| 3Y | +53.0% | +103.2% | -50.3% | +38.5% |
| 5Y | -2.9% | -41.2% | +38.4% | -5.2% |
| All | -6.9% | -46.9% | +40.0% | -7.6% |
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