-2.8%
TOST vs MDLN
+16.9%
-19.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +3.0% | +20.0% | -17.1% | -1.9% |
| 30D | +10.3% | +12.8% | -2.6% | +6.5% |
| 3M | -3.3% | +21.0% | -24.3% | -8.1% |
| 6M | +37.8% | +3.5% | +34.3% | +34.0% |
| YTD | -2.8% | -2.6% | -0.2% | -6.0% |
| All | -2.8% | +16.9% | -19.6% | -6.4% |
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