-46.7%
TOST vs MDY
+51.2%
-98.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -0.9% |
| 7D | -0.9% | +1.0% | -1.9% | -2.5% |
| 30D | -3.5% | -3.1% | -0.3% | +1.5% |
| 3M | +38.1% | +1.8% | +36.3% | +33.3% |
| 6M | +9.9% | +10.8% | -0.9% | -9.1% |
| YTD | -6.3% | +14.4% | -20.7% | -27.1% |
| 1Y | -18.3% | +15.2% | -33.5% | -37.0% |
| 3Y | +59.7% | +51.2% | +8.6% | -25.8% |
| All | -46.7% | +51.2% | -98.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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