-34.6%
MP vs TOST
+2.2%
-36.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.5% | -10.6% | -6.0% |
| 7D | -12.5% | +10.7% | -23.3% | -14.2% |
| 30D | -23.3% | +17.7% | -41.1% | -25.7% |
| 3M | -24.4% | +4.6% | -29.0% | -25.0% |
| 6M | -45.8% | +20.3% | -66.0% | -47.1% |
| YTD | -28.9% | -0.4% | -28.5% | -28.7% |
| 1Y | -34.6% | -0.8% | -33.8% | -34.4% |
| All | -34.6% | +2.2% | -36.8% | -34.4% |
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