+46.7%
MMM vs TOST
-46.9%
+93.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +6.2% | +9.4% | -3.2% | +4.9% |
| 30D | +14.2% | +13.5% | +0.7% | +12.2% |
| 3M | +2.9% | -0.1% | +3.0% | +2.8% |
| 6M | +27.6% | +22.5% | +5.1% | +23.2% |
| YTD | +17.3% | -2.4% | +19.6% | +16.4% |
| 1Y | +15.1% | -4.7% | +19.8% | +14.5% |
| 3Y | +157.1% | +103.2% | +53.9% | +128.6% |
| 5Y | +45.1% | -41.2% | +86.4% | +33.6% |
| All | +46.7% | -46.9% | +93.6% | +35.2% |
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