-8.6%
TOST vs MDLN
-2.7%
-5.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -4.7% | -6.2% | +1.5% | -3.4% |
| 30D | -9.1% | +0.7% | -9.8% | -9.3% |
| 3M | +29.8% | -5.4% | +35.2% | +29.6% |
| 6M | +10.0% | -21.6% | +31.6% | +14.6% |
| YTD | -8.6% | -18.9% | +10.3% | -7.2% |
| All | -8.6% | -2.7% | -5.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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