+116.3%
MP vs TOST
+99.4%
+16.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -19.0% | +11.6% | -30.6% | -21.4% |
| 30D | -30.5% | +16.2% | -46.7% | -33.3% |
| 3M | -29.6% | +1.0% | -30.6% | -30.0% |
| 6M | -50.4% | +23.2% | -73.6% | -53.6% |
| YTD | -33.2% | -1.0% | -32.2% | -34.1% |
| 1Y | -38.6% | -9.9% | -28.7% | -37.7% |
| All | +116.3% | +99.4% | +16.8% | +39.3% |
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