-45.4%
TOST vs MDY
+50.4%
-95.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.5% |
| 7D | -3.6% | +0.2% | -3.8% | -4.4% |
| 30D | +8.9% | +2.1% | +6.7% | +4.8% |
| 3M | -2.2% | -3.6% | +1.4% | +3.2% |
| 6M | +41.0% | +1.7% | +39.3% | +35.3% |
| YTD | -4.0% | +13.8% | -17.8% | -25.0% |
| 1Y | -9.6% | +15.5% | -25.1% | -31.2% |
| 3Y | +141.7% | +58.3% | +83.3% | +1.1% |
| 5Y | -29.5% | +37.4% | -66.9% | -56.8% |
| All | -45.4% | +50.4% | -95.9% | -70.8% |
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