+160.8%
MMM vs TOST
+99.4%
+61.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +5.9% | +11.6% | -5.7% | +4.0% |
| 30D | +14.7% | +16.2% | -1.5% | +11.9% |
| 3M | +3.6% | +1.0% | +2.5% | +3.2% |
| 6M | +32.7% | +23.2% | +9.5% | +27.2% |
| YTD | +18.9% | -1.0% | +19.9% | +18.2% |
| 1Y | +16.4% | -9.9% | +26.3% | +17.8% |
| All | +160.8% | +99.4% | +61.3% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling