+130.2%
MP vs TOST
+100.6%
+29.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.5% | -10.6% | -6.5% |
| 7D | -12.5% | +10.7% | -23.3% | -15.0% |
| 30D | -23.3% | +17.7% | -41.1% | -26.7% |
| 3M | -24.4% | +4.6% | -29.0% | -25.5% |
| 6M | -45.8% | +20.3% | -66.0% | -48.9% |
| YTD | -28.9% | -0.4% | -28.5% | -30.0% |
| 1Y | -34.6% | -0.8% | -33.8% | -35.6% |
| All | +130.2% | +100.6% | +29.6% | +48.0% |
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