+103.2%
TOST vs MDB
-9.9%
+113.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.9% |
| 7D | +9.4% | -11.4% | +20.8% | +11.8% |
| 30D | +13.5% | -13.8% | +27.3% | +16.2% |
| 3M | -0.1% | -15.5% | +15.3% | +0.9% |
| 6M | +22.5% | +17.9% | +4.5% | +13.7% |
| YTD | -2.4% | -25.5% | +23.1% | -1.1% |
| 1Y | -4.7% | -12.1% | +7.4% | -7.3% |
| 3Y | +103.2% | -5.9% | +109.1% | +61.9% |
| All | +103.2% | -9.9% | +113.1% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling