+7.1%
MP vs TOST
-46.1%
+53.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -19.0% | +11.6% | -30.6% | -22.0% |
| 30D | -30.5% | +16.2% | -46.7% | -34.0% |
| 3M | -29.6% | +1.0% | -30.6% | -30.1% |
| 6M | -50.4% | +23.2% | -73.6% | -54.5% |
| YTD | -33.2% | -1.0% | -32.2% | -34.8% |
| 1Y | -38.6% | -9.9% | -28.7% | -38.2% |
| 3Y | +105.5% | +101.0% | +4.5% | +44.5% |
| 5Y | -7.8% | -40.4% | +32.6% | -25.4% |
| All | +7.1% | -46.1% | +53.2% | -13.5% |
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