-44.4%
TOST vs MDY
+49.8%
-94.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -4.7% |
| 7D | +4.0% | +0.7% | +3.4% | +2.5% |
| 30D | +11.1% | +1.3% | +9.7% | +8.3% |
| 3M | +0.8% | -4.1% | +4.9% | +7.2% |
| 6M | +38.8% | +1.0% | +37.8% | +34.8% |
| YTD | -2.1% | +13.3% | -15.4% | -23.0% |
| 1Y | -6.0% | +15.7% | -21.8% | -28.7% |
| 3Y | +149.8% | +59.6% | +90.2% | +2.8% |
| 5Y | -42.8% | +36.3% | -79.1% | -64.2% |
| All | -44.4% | +49.8% | -94.1% | -70.0% |
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