-17.4%
TOST vs MDB
+18.3%
-35.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +0.8% |
| 7D | -3.4% | -17.4% | +14.0% | -0.4% |
| 30D | -2.4% | -2.0% | -0.4% | -3.0% |
| 3M | +34.6% | -3.0% | +37.6% | +33.2% |
| 6M | +15.2% | +48.7% | -33.5% | +4.6% |
| YTD | -4.4% | -12.1% | +7.7% | -7.0% |
| 1Y | -17.4% | +14.5% | -31.9% | -18.6% |
| All | -17.4% | +18.3% | -35.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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