+16.8%
MDT vs TOST
-11.1%
+27.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.8% |
| 3M | +19.5% | -0.1% | +19.6% | +19.1% |
| 6M | +33.5% | +22.5% | +11.0% | +32.2% |
| YTD | +8.7% | -2.4% | +11.1% | +9.4% |
| 1Y | +16.8% | -4.7% | +21.5% | +17.4% |
| All | +16.8% | -11.1% | +27.9% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling