-45.4%
TOST vs MDB
-30.7%
-14.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.9% |
| 7D | -3.6% | +3.0% | -6.6% | -4.8% |
| 30D | +8.9% | -11.3% | +20.2% | +12.5% |
| 3M | -2.2% | -23.0% | +20.8% | +3.7% |
| 6M | +41.0% | +14.8% | +26.2% | +24.3% |
| YTD | -4.0% | -19.4% | +15.5% | -5.1% |
| 1Y | -9.6% | -9.0% | -0.6% | -16.4% |
| 3Y | +141.7% | -10.3% | +152.0% | +92.5% |
| 5Y | -29.5% | -38.4% | +8.9% | -37.2% |
| All | -45.4% | -30.7% | -14.8% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling