-42.8%
TOST vs MDB
-43.2%
+0.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.4% | -1.4% |
| 7D | +4.0% | -0.9% | +5.0% | +4.1% |
| 30D | +11.1% | -15.2% | +26.2% | +16.6% |
| 3M | +0.8% | -17.9% | +18.8% | +4.1% |
| 6M | +38.8% | +9.3% | +29.5% | +24.7% |
| YTD | -2.1% | -22.0% | +19.9% | -2.0% |
| 1Y | -6.0% | -9.3% | +3.3% | -13.1% |
| 3Y | +149.8% | -10.4% | +160.2% | +97.9% |
| 5Y | -42.8% | -43.2% | +0.5% | -46.2% |
| All | -42.8% | -43.2% | +0.4% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling