+57.1%
MRK vs TOST
+138.1%
-80.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | 0.0% | -4.7% | +4.7% | +0.1% |
| 30D | +3.5% | +8.5% | -5.0% | +3.4% |
| 3M | +11.2% | -1.6% | +12.8% | +11.2% |
| 6M | +32.5% | +44.1% | -11.6% | +32.3% |
| YTD | +42.5% | -5.6% | +48.1% | +43.1% |
| 1Y | +65.4% | -12.6% | +78.0% | +66.4% |
| All | +57.1% | +138.1% | -80.9% | +53.4% |
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 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